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MacKenzie, Donald and Pardo-Guerra, Juan Pablo (2014) Insurgent capitalism: Island, bricolage and the re-making of finance. Economy and Society, 43 (2). pp. 153-182. ISSN 0308-5147
MacKenzie, Donald, Beunza, Daniel, Millo, Yuval and Pardo-Guerra, Juan Pablo (2012) Drilling through the Allegheny mountains: liquidity, materiality and high-frequency trading. Journal of Cultural Economy, 5 (3). pp. 279-296. ISSN 1753-0350
Millo, Yuval and MacKenzie, Donald (2009) The usefulness of inaccurate models: financial risk management "in the wild". Journal of Risk Model Validation, 3 (1). pp. 23-49. ISSN 1753-9579
Beunza, Daniel, Hardie, Iain and MacKenzie, Donald (2006) A price is a social thing: towards a material sociology of arbitrage. Organization Studies, 27 (5). pp. 721-745. ISSN 0170-8406
MacKenzie, Donald and Millo, Yuval (2003) Constructing a market, performing theory: the historical sociology of a financial derivatives exchange. American Journal of Sociology, 109 (1). pp. 107-145. ISSN 0002-9602
MacKenzie, Donald, Beunza, Daniel and Hardie, Iain (2008) The material sociology of arbitrage. In: MacKenzie, Donald, (ed.) Material Markets: How Economic Agents Are Constructed. Clarendon Lectures in Management Studies. Oxford University Press, Oxford, UK, pp. 85-108. ISBN 9780199278152
MacKenzie, Donald, Beunza, Daniel and Hardie, Iain (2007) Die Materiale Soziologie der Arbitrage. In: Beckert, Jens, Diaz-Bone, Rainer and Ganßmann, Heiner, (eds.) Märkte Als Soziale Strukturen (Theorie und Gesellschaft). Campus Verlag, Frankfurt, Germany, pp. 135-150. ISBN 9783593384719
Pardo-Guerra, Juan Pablo, Beunza, Daniel, Millo, Yuval and MacKenzie, Donald (2010) Impersonal efficiency and the dangers of a fully automated securities exchange. Foresight driver review (DR11). Foresight, London, UK.
Millo, Yuval and MacKenzie, Donald (2007) Building a boundary object: the evolution of Financial Risk Management. CARR Discussion Papers (DP 48). ESRC Centre for Analysis of Risk and Regulation, London, UK. ISBN 9780853281405