Giulia Iori : Citation Profile


Are you Giulia Iori?

City University

13

H index

14

i10 index

945

Citations

RESEARCH PRODUCTION:

23

Articles

39

Papers

RESEARCH ACTIVITY:

   23 years (1992 - 2015). See details.
   Cites by year: 41
   Journals where Giulia Iori has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 26 (2.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pio8
   Updated: 2020-05-16    RAS profile: 2018-01-05    
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Relations with other researchers


Works with:

Gabbi, Giampaolo (3)

Mantegna, Rosario (3)

Germano, Guido (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Giulia Iori.

Is cited by:

Tedeschi, Gabriele (39)

Gallegati, Mauro (37)

battiston, stefano (23)

Tabak, Benjamin (20)

He, Xuezhong (17)

Fricke, Daniel (17)

Kobayashi, Teruyoshi (17)

Delli Gatti, Domenico (14)

Farmer, J. (14)

Westerhoff, Frank (14)

Recchioni, Maria (13)

Cites to:

Chiarella, Carl (13)

Farmer, J. (11)

Gallegati, Mauro (9)

Tedeschi, Gabriele (9)

Potters, Marc (9)

Challet, Damien (8)

Gabrieli, Silvia (8)

Rochet, Jean (8)

Angelini, Paolo (7)

Pellizzari, Paolo (7)

FREIXAS, XAVIER (7)

Main data


Where Giulia Iori has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control6
Physica A: Statistical Mechanics and its Applications5
Journal of Economic Behavior & Organization4
Quantitative Finance4

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, City University London16
Papers / arXiv.org8
Finance / University Library of Munich, Germany3
Computing in Economics and Finance 2002 / Society for Computational Economics2
Computing in Economics and Finance 2000 / Society for Computational Economics2

Recent works citing Giulia Iori (2018 and 2017)


YearTitle of citing document
2017Heterogeneity and Clustering of Defaults. (2017). Turner, Matthew ; Terovitis, Spyridon ; Galanis, Girogos ; Karlis, Alexandros . In: Economic Research Papers. RePEc:ags:uwarer:270011.

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2017The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2017). Barucca, Paolo ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1511.08068.

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2017The Problem of Calibrating an Agent-Based Model of High-Frequency Trading. (2017). Platt, Donovan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:1606.01495.

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2017Can Agent-Based Models Probe Market Microstructure?. (2017). Platt, Donovan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:1611.08510.

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2017Relation between regional uncertainty spillovers in the global banking system. (2017). Aste, Tomaso ; Caccioli, Fabio ; Tungsong, Sachapon . In: Papers. RePEc:arx:papers:1702.05944.

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2017Reverse stress testing interbank networks. (2017). Caccioli, Fabio ; Grigat, Daniel . In: Papers. RePEc:arx:papers:1702.08744.

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2017Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability. (2017). Biondi, Yuri ; Zhou, Feng. In: Papers. RePEc:arx:papers:1702.08774.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Papers. RePEc:arx:papers:1703.10639.

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2017An empirical behavioural order-driven model with price limit rules. (2017). Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yong-Jie ; Xu, Hai-Chuan ; Xiong, Xiong ; Gu, Gao-Feng. In: Papers. RePEc:arx:papers:1704.04354.

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2017Clearing algorithms and network centrality. (2017). Siebenbrunner, Christoph. In: Papers. RePEc:arx:papers:1706.00284.

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2017Dynamical selection of Nash equilibria using Experience Weighted Attraction Learning: emergence of heterogeneous mixed equilibria. (2017). Sollich, Peter ; Nicole, Robin . In: Papers. RePEc:arx:papers:1706.09763.

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2018Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro. In: Papers. RePEc:arx:papers:1708.08594.

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2017Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Musa, Aliyu ; Dehmer, Matthias ; Jodlbauer, Herbert ; Yli-Harja, Olli ; Tripathi, Shailesh ; Kanniainen, Juho ; Baltakys, Kestutis ; Emmert-Streib, Frank. In: Papers. RePEc:arx:papers:1710.04455.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512.

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2017A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. (2017). Tantari, Daniele ; Lillo, Fabrizio ; Barucca, Paolo ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:1801.00185.

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2018A bright future for financial agent-based models. (2018). Bourgeois-Gironde, Sacha ; Belianin, Alexis ; Gutkin, B ; Lussange, J. In: Papers. RePEc:arx:papers:1801.08222.

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2018Identifying systemically important companies in the entire liability network of a small open economy. (2018). Thurner, Stefan ; Hinteregger, Abraham ; Poledna, Sebastian. In: Papers. RePEc:arx:papers:1801.10487.

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2018Quantification of systemic risk from overlapping portfolios in the financial system. (2018). Thurner, Stefan ; Caccioli, Fabio ; Mart, Seraf'In ; Poledna, Sebastian. In: Papers. RePEc:arx:papers:1802.00311.

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2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

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2018Extracting the multi-timescale activity patterns of online financial markets. (2018). Kobayashi, Teruyoshi ; Ferrara, Emilio ; Sapienza, Anna. In: Papers. RePEc:arx:papers:1802.07405.

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2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano. In: Papers. RePEc:arx:papers:1806.06941.

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2019Optimal stopping for the exponential of a Brownian bridge. (2019). Milazzo, Alessandro ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:1904.00075.

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2019An agent-based model for designing a financial market that works well. (2019). Mizuta, Takanobu . In: Papers. RePEc:arx:papers:1906.06000.

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2019Comparative analysis of layered structures in empirical investor networks and cellphone communication networks. (2019). Zhou, Wei-Xing ; Sornette, Didier ; Jiang, Zhi-Qiang ; Ma, Jun-Chao ; Wang, Peng. In: Papers. RePEc:arx:papers:1907.01119.

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2019Growth Dynamics of Value and Cost Trade-off in Competitive Temporal Networks. (2019). Jafari, Hamid ; Sedighi, Mohammadbashir ; Ardalankia, Jamshid ; Masoomi, Razieh ; Hasani, Sheida. In: Papers. RePEc:arx:papers:1908.11433.

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2018What Drives Interbank Loans? Evidence from Canada. (2018). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:18-5.

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2017Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:461.

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2017Multiple lending, credit lines, and financial contagion. (2017). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1123_17.

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2019Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral. (2019). Salakhova, Dilyara ; Piquard, Thibaut. In: Working papers. RePEc:bfr:banfra:730.

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2017Euro-area derivatives markets: structure, dynamics and challenges. (2017). Ascolese, Mario ; Perez-Duarte, Sebastien ; Cerniauskas, Julius ; Skrzypczynski, Grzegorz ; Molino, Annalisa. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-28.

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2018Agent-Based Models in Economics. (2018). Russo, Alberto ; Richiardi, Matteo ; Gallegati, Mauro ; Fagiolo, Giorgio ; Delli Gatti, Domenico. In: Cambridge Books. RePEc:cup:cbooks:9781108400046.

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2017The systemic implications of bail-in: a multi-layered network approach. (2017). Kok, Christoffer ; Hüser, Anne-Caroline ; Halaj, Grzegorz ; van der Kraaij, Anton ; Perales, Cristian ; Huser, Anne-Caroline ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20172010.

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2017Multiple lending, credit lines and financial contagion. (2017). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Working Paper Series. RePEc:ecb:ecbwps:20172089.

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2019Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach. (2019). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:200-229.

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2020Reconstructing and stress testing credit networks. (2020). Fricke, Daniel ; Caccioli, Fabio ; Ramadiah, Amanah. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930212x.

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2017Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes. (2017). Poledna, Sebastian ; Thurner, Stefan ; Bochmann, Olaf . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:230-246.

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2017Portfolio diversification and systemic risk in interbank networks. (2017). Tasca, Paolo ; Deghi, Andrea ; Battiston, Stefano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:96-124.

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2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

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2018Agent-based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:366-389.

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2018The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model. (2018). Gurgone, Andrea ; Jafarey, Saqib ; Iori, Giulia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:257-288.

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2018Cognitive ability and earnings performance: Evidence from double auction market experiments. (2018). Chen, Shu-Heng ; Tai, Chung-Ching ; Yang, Lee-Xieng . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:409-440.

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2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

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2018Time-varying arbitrage and dynamic price discovery. (2018). Frijns, Bart. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

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2018Herding, social network and volatility. (2018). Wang, Guocheng. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:74-81.

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2019Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures. (2019). Rannou, Yves. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:387-410.

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2019Do banking groups shape the network structure? Evidence from Turkish interbank market. (2019). Ozyildirim, Suheyla ; Sumer, Tuba Pelin. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919303114.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Not all emerging markets are the same: A classification approach with correlation based networks. (2017). Tabak, Benjamin ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Ozturk, Kevser . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:163-186.

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2017Network centrality and funding rates in the e-MID interbank market. (2017). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365.

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2018Persistent liquidity shocks and interbank funding. (2018). Bluhm, Marcel . In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:246-262.

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2018Measuring systemic vulnerability in European banking systems. (2018). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:279-292.

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2019National culture and bank risk-taking. (2019). Milidonis, Andreas ; Stathopoulos, Konstantinos ; Mourouzidou-Damtsa, Stella. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:132-143.

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2019What drives interbank loans? Evidence from Canada. (2019). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:427-444.

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2018Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:20-36.

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2017Systemic risk in financial systems: A feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:144:y:2017:i:c:p:97-120.

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2018Price and network dynamics in the European carbon market. (2018). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:103-122.

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2018Market entry waves and volatility outbursts in stock markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:19-37.

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2019Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model. (2019). Teglio, Andrea ; Raberto, Marco ; Mazzocchetti, Andrea ; Cincotti, Silvano ; Ponta, Linda. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:59-83.

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2019Market efficiency, strategies and incomes of heterogeneously informed investors in a social network environment. (2019). Chen, Songsheng ; Wang, Zongrun . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:158:y:2019:i:c:p:15-32.

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2019Simulating financial contagion dynamics in random interbank networks. (2019). Papavassiliou, Vassilios ; Loukaki, Kalliopi ; Leventides, John. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:158:y:2019:i:c:p:500-525.

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2019“Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

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2019An approach to identifying micro behavior: How banks’ strategies influence financial cycles. (2019). Recchioni, Maria Cristina ; Tedeschi, Gabriele ; Berardi, Simone. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:329-346.

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2019Interconnectedness in the interbank market. (2019). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso ; Michailidis, George. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:520-538.

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2018Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Kabir, Humayun M ; Shakur, Shamim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2019Financial structure and determinants of systemic risk contribution. (2019). Zhou, Chunyang ; Qin, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301124.

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2017Deviations in expected price impact for small transaction volumes under fee restructuring. (2017). Wilcox, D ; Harvey, M ; Hendricks, D ; Gebbie, T. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:416-426.

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2017Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model. (2017). Hazan, Aurelien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:589-602.

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2018Optimal execution with price impact under Cumulative Prospect Theory. (2018). Li, Xindan ; Zhao, Jingdong ; Zhu, Hongliang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1228-1237.

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2018Influence of individual rationality on continuous double auction markets with networked traders. (2018). Zhang, Junhuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:353-392.

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2018Time series analysis of S&P 500 index: A horizontal visibility graph approach. (2018). Vamvakaris, Michail D ; Zuev, Konstantin M ; Pantelous, Athanasios A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:41-51.

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2018Understanding the competitive advantage of TPP-related nations from an econophysics perspective: Influence caused by China and the United States. (2018). Xing, Lizhi ; Wu, Shan ; Dong, Xianlei ; Guan, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:164-184.

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2018Can agent-based models probe market microstructure?. (2018). Platt, Donovan ; Gebbie, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106.

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2018Epidemics of liquidity shortages in interbank markets. (2018). Di Clemente, Riccardo ; Cimini, Giulio ; Brandi, Giuseppe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:255-267.

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2018Network topology and systemic risk in Peer-to-Peer lending market. (2018). Li, Yuelei ; Xiong, Xiong ; Zhang, Xiaotao ; Hao, Aiting. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:118-130.

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2018Stock market information flow: Explanations from market status and information-related behavior. (2018). Lu, Jingen ; Liu, Xiaoxing ; Chen, Xiaohong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:837-848.

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2019Complex and composite entropy fluctuation behaviors of statistical physics interacting financial model. (2019). Wang, Guochao ; Zheng, Shenzhou. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:97-113.

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2019A deterministic behaviour for realistic price dynamics. (2019). Morvan, Remi ; Mathieu, Philippe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:33-49.

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2020A mathematical formulation of order cancellation for the agent-based modelling of financial markets. (2020). Chen, YU ; Okuda, Hiroshi ; Yoshimura, Yushi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119314372.

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2020Risk contagion caused by interactions between credit and guarantee networks. (2020). Chen, Xiaohui ; Li, Liang ; Sui, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316292.

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2019Effect of interbank activities on bank risk: Why is China different?. (2019). Shen, Chung-Hua ; Huang, Yu-Li. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:308-327.

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2017From banks strategies to financial (in)stability. (2017). Tedeschi, Gabriele ; Berardi, Simone . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:255-272.

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2018Exploring international economic integration through sukuk market connectivity: A network perspective. (2018). Asutay, Mehmet ; Hakim, Amira . In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:77-94.

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2020Optimal stopping of a Brownian bridge with an unknown pinning point. (2020). Vaicenavicius, Juozas ; Ekstrom, Erik. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:2:p:806-823.

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2017Integrated crisis-energy policy: Macro-evolutionary modelling of technology, finance and energy interactions. (2017). van den Bergh, Jeroen ; Safarzynska, Karolina ; Safarzyska, Karolina. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:114:y:2017:i:c:p:119-137.

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2018Managing social networks: Applying the percolation theory methodology to understand individuals attitudes and moods. (2018). Zhukov, Dmitry ; Zaltcman, Anastasia ; Lesko, Sergey ; Khvatova, Tatiana. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:129:y:2018:i:c:p:297-307.

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2020Market microstructure, banks behaviour and interbank spreads: evidence after the crisis. (2020). Germano, Guido ; Gabbi, Giampaolo ; Iori, Giulia ; Kapar, Burcu. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100467.

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2017Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709.

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2019Recreating Banking Networks under Decreasing Fixed Costs. (2019). Craig, Ben ; Paterlini, Sandra ; Maringer, Dietmar. In: Working Papers. RePEc:fip:fedcwq:192100.

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2020Deep Reinforcement Learning in Agent Based Financial Market Simulation. (2020). Kato, Atsuo ; Izumi, Kiyoshi ; Sakaji, Hiroki ; Matsushima, Hiroyasu ; Kitano, Michiharu ; Degraw, David ; Maeda, Iwao. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:71-:d:344491.

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2018Macroprudential Regulation for the Chinese Banking Network System with Complete and Random Structures. (2018). Gao, Qianqian ; Jiang, Shanshan ; Fan, Hong. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:69-:d:192698.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01499344.

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2017Price and Network Dynamics in the European Carbon Market. (2017). Mandel, Antoine ; Karpf, Andreas ; Battiston, Stefano. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01484117.

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2018Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals. (2018). Rouchier, Juliette ; Lespagnol, Vivien. In: Post-Print. RePEc:hal:journl:hal-02084910.

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2018Self-Organization, Resilience and Robustness of Complex Systems Through an Application to Financial Market from an Agent-Based Approach. (2018). Bertelle, Cyrille ; Cotsaftis, Michel ; Lucas, Iris. In: Post-Print. RePEc:hal:journl:hal-02114928.

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2017Heterogeneity and Self-Organization of Complex Systems Through an Application to Financial Market with Multiagent Systems. (2017). Bertelle, Cyrille ; Cotsaftis, Michel ; Lucas, Iris. In: Post-Print. RePEc:hal:journl:hal-02114933.

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2017Price and Network Dynamics in the European Carbon Market. (2017). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas. In: Post-Print. RePEc:hal:journl:halshs-01484117.

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2018Price and network dynamics in the European carbon market. (2018). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas. In: Post-Print. RePEc:hal:journl:halshs-01905985.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco. In: Working Papers. RePEc:hal:wpaper:hal-01499344.

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2019Understanding How Short-Termism and a Dynamic Investor Network Affects Investor Returns: An Agent-Based Perspective. (2019). Oldham, Matthew. In: Complexity. RePEc:hin:complx:1715624.

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2018Credit Risk Contagion in an Evolving Network Model Integrating Spillover Effects and Behavioral Interventions. (2018). Liu, Haifei ; Xiao, Binqing ; Chen, Tingqiang. In: Complexity. RePEc:hin:complx:1843792.

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2017Network Entropy and Systemic Risk in Dynamic Banking Systems. (2017). Li, Shouwei ; He, Liang. In: Complexity. RePEc:hin:complx:1852897.

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More than 100 citations found, this list is not complete...

Works by Giulia Iori:


YearTitleTypeCited
2007The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows In: Papers.
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2008The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2008) In: Working Papers.
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2009The impact of heterogeneous trading rules on the limit order book and order flows.(2009) In: Journal of Economic Dynamics and Control.
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2005The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2005) In: Research Paper Series.
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2014Networked relationships in the e-MID Interbank market: A trading model with memory In: Papers.
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2015Networked relationships in the e-MID interbank market: A trading model with memory.(2015) In: Journal of Economic Dynamics and Control.
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2000Scaling and Multi-scaling in Financial Markets In: Papers.
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2000Scaling and multiscaling in financial markets.(2000) In: Finance.
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2001Criticality in a model of banking crises In: Papers.
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2001Criticality in a model of banking crises.(2001) In: Physica A: Statistical Mechanics and its Applications.
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2002A quantitative model of trading and price formation in financial markets In: Papers.
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1999Patterns of consumption in socio-economic models with heterogeneous interacting agents In: Papers.
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2006A fitness model for the Italian Interbank Money Market In: Papers.
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paper67
2006A fitness model for the Italian interbank money market.(2006) In: Working Papers.
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2006Trading strategies in the Italian interbank market In: Papers.
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2007Trading strategies in the Italian interbank market.(2007) In: Physica A: Statistical Mechanics and its Applications.
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2006Trading strategies in the Italian interbank market.(2006) In: Working Papers.
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2015Bank characteristics and the interbank money market: a distributional approach In: Studies in Nonlinear Dynamics & Econometrics.
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2005Cross-correlation measures in the high-frequency domain In: Working Papers.
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2007Cross-correlation Measures in the High-frequency Domain.(2007) In: The European Journal of Finance.
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2005A network analysis of the Italian oversight money market In: Working Papers.
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2008A network analysis of the Italian overnight money market.(2008) In: Journal of Economic Dynamics and Control.
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2006Modeling stock pinning In: Working Papers.
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2008Modeling stock pinning.(2008) In: Quantitative Finance.
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2006Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis In: Working Papers.
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2006Weighted network analysis of high frequency cross-correlation measures In: Working Papers.
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2007Socioeconomic networks with long-range interactions In: Working Papers.
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2008An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture In: Working Papers.
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2010Herding effects in order driven markets: The rise and fall of gurus In: Working Papers.
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2012Herding effects in order driven markets: The rise and fall of gurus.(2012) In: Journal of Economic Behavior & Organization.
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2012The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation In: Working Papers.
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paper7
2012Information theoretic description of the e-Mid interbank market: implications for systemic risk In: Working Papers.
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paper3
2012Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity In: Working Papers.
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2012Market microstructure, banks behaviour and interbank spreads In: Working Papers.
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2012Agent-Based Modelling for Financial Markets In: Working Papers.
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2004An analysis of systemic risk in alternative securities settlement architectures In: Working Paper Series.
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2015Financial regulations and bank credit to the real economy In: Journal of Economic Dynamics and Control.
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2015The impact of reduced pre-trade transparency regimes on market quality In: Journal of Economic Dynamics and Control.
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2015The role of bank relationships in the interbank market In: Journal of Economic Dynamics and Control.
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2002A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions In: Journal of Economic Behavior & Organization.
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2000A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions.(2000) In: Finance.
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1999A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions..(1999) In: Finance.
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2006Introduction In: Journal of Economic Behavior & Organization.
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2006Systemic risk on the interbank market In: Journal of Economic Behavior & Organization.
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1992Statistical mechanics of heteropolymer folding In: Physica A: Statistical Mechanics and its Applications.
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2003An analysis of price impact function in order-driven markets In: Physica A: Statistical Mechanics and its Applications.
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article9
2004A comparison of high-frequency cross-correlation measures In: Physica A: Statistical Mechanics and its Applications.
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2015Banks strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market In: LSE Research Online Documents on Economics.
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2015Banks Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market.(2015) In: Journal of Financial Management, Markets and Institutions.
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2003Interbank Lending, Reserve Requirements and Systemic Risk In: Modeling, Computing, and Mastering Complexity 2003.
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2001Interbank Lending, reserve requirements and systemic risk.(2001) In: Computing in Economics and Finance 2001.
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2000PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS In: Computing in Economics and Finance 2000.
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paper0
2000SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS In: Computing in Economics and Finance 2000.
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2002Contagion in a heterogeneous inter bank market model. In: Computing in Economics and Finance 2002.
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2002A simple microstructure model of double auction markets In: Computing in Economics and Finance 2002.
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paper4
2005The Microstructure of the Italian Overnight Money Market In: Computing in Economics and Finance 2005.
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paper2
1995Real-world options: smile and residual risk In: Science & Finance (CFM) working paper archive.
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paper2
2009The role of communication and imitation in limit order markets In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article18
2015Quantifying preferential trading in the e-MID interbank market In: Quantitative Finance.
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article22
2002A simulation analysis of the microstructure of double auction markets In: Quantitative Finance.
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2003A close look at market microstructure In: Quantitative Finance.
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2002Demand Storage, Market Liquidity, and Price Volatility In: Working Papers.
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