Academic papers provide an opportunity to gain concise knowledge quickly. Some renowned books are, in fact, based on celebrated academic articles, and reading these original articles can often be more advantageous than reading the full books. Below you will find a collection of noteworthy papers - both famous and those that deserve to be - that I have found particularly compelling or influential.

Academic papers

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Blockchain technology

• Buterin Vitalik (2013). “A Next-Generation Smart Contract and Decentralized Application Platform”. White paper.
• Nakamoto, Satoshi (2008). “Bitcoin: A Peer-to-Peer Electronic Cash System”. White paper.
• Wood, Gavin (2014). “Ethereum: A Secure Decentralised Generalised Transaction Ledger”. Yellow paper.

Economics

• Shiller, Robert J. (2017). “Narrative Economics”. American Economic Review.

Finance

Market microstructure (Survey articles):

• Amihud, Mendelson, and Pedersen 2005, Liquidity and Asset Pricing, Stern School, New York Uni.
• Hasbrouck 1996a, Modeling Microstructure Time Series, in G. S. Maddala, and C. R. Rao, eds., Hanbook of Statistics 14: Statistical Methods in Finance.
• Madhavan 2000, Market Microstructure: A Survey, Journal of Financial Markets.
• Biais, Glosten, and Spatt 2005, Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications. Journal of Financial Markets.

Market microstructure (Early/Foundational research):

• Garman 1976, Market Microstructure, Journal of Financial Markets.
• Roll 1984, A Simple Implicit Measure of the Effictive Bid-ask Spead in an Efficient Market, Journal of Finance.

Market microstructure:

• Hasbrouck, Joel (1991a). “Measuring the Information Content of Stock Trades”. The Journal of Finance.
• Hasbrouck, Joel (1991b). “The summary informativeness of stock trades: An econometric analysis”. The Review of Financial Studies.
• Kyle, Albert S. and Anna A. Obizhaeva (2016). “Market Microstructure Invariance: Empirical Hypotheses”. Econometrica.