15
H index
20
i10 index
1404
Citations
Giulia Iori : Citation Profile
City University | RESEARCH PRODUCTION: 35 Articles 46 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1992 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Giulia Iori. | Is cited by:
| Cites to:
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Main data
Where Giulia Iori has published?
Recent works citing Giulia Iori (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134. Full description at Econpapers || Download paper |
| 2023 | Circulation of a digital community currency. (2022). Takes, Frank W ; Criscione, Teodoro. In: Papers. RePEc:arx:papers:2207.08941. Full description at Econpapers || Download paper |
| 2023 | Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective. (2023). Gutkin, Boris ; Lussange, Johann. In: Papers. RePEc:arx:papers:2302.04184. Full description at Econpapers || Download paper |
| 2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper |
| 2023 | Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2023). Reale, Jessica. In: Papers. RePEc:arx:papers:2306.05860. Full description at Econpapers || Download paper |
| 2023 | An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2023). Ventre, Carmine ; Polukarov, Maria ; Cao, YI ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.14235. Full description at Econpapers || Download paper |
| 2023 | Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model. (2023). Yagi, Isao ; Mizuta, Takanobu. In: Papers. RePEc:arx:papers:2309.10220. Full description at Econpapers || Download paper |
| 2023 | Anomalous diffusion and price impact in the fluid-limit of an order book. (2023). Gebbie, Tim ; Diana, Derick. In: Papers. RePEc:arx:papers:2310.06079. Full description at Econpapers || Download paper |
| 2023 | A simulated electronic market with speculative behaviour and bubble formation. (2023). Mosionek-Schweda, Magdalena ; Cofre, Nicolas. In: Papers. RePEc:arx:papers:2311.12247. Full description at Econpapers || Download paper |
| 2023 | Dealer Strategies in Agent-Based Models. (2023). Ostrovsky, Wladimir. In: Papers. RePEc:arx:papers:2312.05943. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
| 2023 | Balancing liquidity and returns through interbank markets: Endogenous interest rates and network structures. (2023). Krause, Andreas ; Xiao, DI. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:131-149. Full description at Econpapers || Download paper |
| 2023 | Predicting the unpredictable: New experimental evidence on forecasting random walks. (2023). Corgnet, Brice ; Bao, Te ; Riyanto, Yohanes E ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002743. Full description at Econpapers || Download paper |
| 2023 | Reconstructing production networks using machine learning. (2023). Lafond, François ; Farmer, Doyne J ; Astudillo-Estevez, Pablo ; Mungo, Luca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000131. Full description at Econpapers || Download paper |
| 2023 | Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069. Full description at Econpapers || Download paper |
| 2023 | Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China. (2023). Wang, YU ; Li, Ting ; Pei, Shan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002158. Full description at Econpapers || Download paper |
| 2023 | Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109. Full description at Econpapers || Download paper |
| 2023 | Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396. Full description at Econpapers || Download paper |
| 2023 | The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414. Full description at Econpapers || Download paper |
| 2023 | Interbank market structure, bank conduct, and performance: Evidence from the UK. (2023). James, Gregory A ; Lartey, Theophilus ; Boateng, Agyenim ; Danso, Albert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:1-25. Full description at Econpapers || Download paper |
| 2023 | Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective. (2023). Zhu, Xiaoqian ; Huang, Chuangxia ; Li, Jianping ; Wen, Shigang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:190-202. Full description at Econpapers || Download paper |
| 2023 | A network analysis on country and financial center attractiveness: Evidence from Asian economies, 2001–2018. (2023). Li, Kui-Wai ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:418-432. Full description at Econpapers || Download paper |
| 2023 | Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743. Full description at Econpapers || Download paper |
| 2023 | Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805. Full description at Econpapers || Download paper |
| 2023 | Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks. (2023). Toto, Andrea ; Teglio, Andrea ; Ozel, Bulent ; Eboli, Mario. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:2:d:10.1007_s10436-022-00416-9. Full description at Econpapers || Download paper |
| 2023 | Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model. (2023). Gutkin, Boris ; Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Vrizzi, Stefano ; Lussange, Johann. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10249-3. Full description at Econpapers || Download paper |
| 2023 | Developing an agent-based model to minimize spreading of malicious information in dynamic social networks. (2023). Agarwal, Nitin ; Hussain, Muhammad Nihal ; Alassad, Mustafa. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:29:y:2023:i:3:d:10.1007_s10588-023-09375-6. Full description at Econpapers || Download paper |
| 2023 | Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. (2023). Zema, Sebastiano Michele. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02396-9. Full description at Econpapers || Download paper |
| 2023 | “Less is more” or “more is better”? The effect of asymmetric information distribution on market efficiency and wealth inequality. (2023). Morone, Andrea ; Nuzzo, Simone ; Caferra, Rocco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00365-6. Full description at Econpapers || Download paper |
| 2023 | Agents interaction and price dynamics: evidence from the laboratory. (2023). Morone, Andrea ; Tedeschi, Gabriele ; Caferra, Rocco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00366-5. Full description at Econpapers || Download paper |
| 2023 | Microfounding GARCH models and beyond: a Kyle-inspired model with adaptive agents. (2023). Benzaquen, Michael ; Toth, Bence ; Mastromatteo, Iacopo ; Vodret, Michele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00379-8. Full description at Econpapers || Download paper |
| 2023 | Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z. Full description at Econpapers || Download paper |
| 2023 | Climate-induced liquidity crises: interbank exposures and macroprudential implications. (2023). Pham, Anh Duy ; Reale, Jessica ; D'Orazio, Paola. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep059. Full description at Econpapers || Download paper |
| 2023 | Banks of a feather: The informational advantage of being alike. (2023). von Westernhagen, Natalja ; Schultz, Alison ; Dinger, Valeriya ; Bednarek, Peter. In: Discussion Papers. RePEc:zbw:bubdps:092023. Full description at Econpapers || Download paper |
Works by Giulia Iori:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows In: Papers. [Full Text][Citation analysis] | paper | 154 |
| 2008 | The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 154 | paper | |
| 2009 | The impact of heterogeneous trading rules on the limit order book and order flows.(2009) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 154 | article | |
| 2005 | The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows.(2005) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 154 | paper | |
| 2014 | Networked relationships in the e-MID Interbank market: A trading model with memory In: Papers. [Full Text][Citation analysis] | paper | 55 |
| 2015 | Networked relationships in the e-MID interbank market: A trading model with memory.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
| 2000 | Scaling and Multi-scaling in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Scaling and multiscaling in financial markets.(2000) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2001 | Criticality in a model of banking crises In: Papers. [Full Text][Citation analysis] | paper | 12 |
| 2001 | Criticality in a model of banking crises.(2001) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2002 | A quantitative model of trading and price formation in financial markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Patterns of consumption in socio-economic models with heterogeneous interacting agents In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A fitness model for the Italian Interbank Money Market In: Papers. [Full Text][Citation analysis] | paper | 90 |
| 2006 | A fitness model for the Italian interbank money market.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
| 2006 | Trading strategies in the Italian interbank market In: Papers. [Full Text][Citation analysis] | paper | 29 |
| 2006 | Trading strategies in the Italian interbank market.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2007 | Trading strategies in the Italian interbank market.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2015 | Bank characteristics and the interbank money market: a distributional approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2005 | Cross-correlation measures in the high-frequency domain In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2007 | Cross-correlation Measures in the High-frequency Domain.(2007) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2005 | A network analysis of the Italian oversight money market In: Working Papers. [Full Text][Citation analysis] | paper | 285 |
| 2008 | A network analysis of the Italian overnight money market.(2008) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 285 | article | |
| 2006 | Modeling stock pinning In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2008 | Modeling stock pinning.(2008) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2006 | Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Weighted network analysis of high frequency cross-correlation measures In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Socioeconomic networks with long-range interactions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures.(2008) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2010 | Herding effects in order driven markets: The rise and fall of gurus In: Working Papers. [Full Text][Citation analysis] | paper | 59 |
| 2012 | Herding effects in order driven markets: The rise and fall of gurus.(2012) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
| 2012 | The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Information theoretic description of the e-Mid interbank market: implications for systemic risk In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Market microstructure, banks behaviour and interbank spreads In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2012 | Agent-Based Modelling for Financial Markets In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Quantifying preferential trading in the e-MID interbank market In: Working Papers. [Full Text][Citation analysis] | paper | 28 |
| 2015 | Quantifying preferential trading in the e-MID interbank market.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 2016 | Network Centrality and Funding Rates in the e-MID Interbank Market In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2017 | Network centrality and funding rates in the e-MID interbank market.(2017) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2019 | A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | An analysis of systemic risk in alternative securities settlement architectures In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2015 | Financial regulations and bank credit to the real economy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 26 |
| 2015 | The impact of reduced pre-trade transparency regimes on market quality In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
| 2015 | The role of bank relationships in the interbank market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 33 |
| 2018 | The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
| 2021 | The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2002 | A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 114 |
| 2000 | A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions.(2000) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
| 1999 | A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions..(1999) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
| 2006 | Introduction In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 2006 | Systemic risk on the interbank market In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 184 |
| 1992 | Statistical mechanics of heteropolymer folding In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2003 | An analysis of price impact function in order-driven markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
| 2004 | A comparison of high-frequency cross-correlation measures In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2023 | Performance-based research funding: Evidence from the largest natural experiment worldwide In: Research Policy. [Full Text][Citation analysis] | article | 0 |
| 2020 | Market microstructure, banks behaviour and interbank spreads: evidence after the crisis In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis.(2020) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2015 | Banks strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Banks 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2004 | Patterns of Consumption in a Discrete Choice Model with Asymmetric Interactions In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2000 | PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Advances in the Agent-Based Modeling of Economic and Social Behavior In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
| 2021 | Advances in the agent-based modeling of economic and social behavior.(2021) In: SN Business & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2020 | Centralized vs decentralized markets in the laboratory: The role of connectivity In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Interbank Lending, Reserve Requirements and Systemic Risk In: Modeling, Computing, and Mastering Complexity 2003. [Full Text][Citation analysis] | paper | 10 |
| 2001 | Interbank Lending, reserve requirements and systemic risk.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2000 | SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Contagion in a heterogeneous inter bank market model. In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2002 | A simple microstructure model of double auction markets In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 5 |
| 2005 | The Microstructure of the Italian Overnight Money Market In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 2 |
| 1995 | Real-world options: smile and residual risk In: Science & Finance (CFM) working paper archive. [Citation analysis] | paper | 2 |
| 2009 | The role of communication and imitation in limit order markets In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 25 |
| 2022 | Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 0 |
| 2022 | New measures for a new normal in finance and risk management In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises.(2020) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2002 | A simulation analysis of the microstructure of double auction markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 126 |
| 2003 | A close look at market microstructure In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2002 | Demand Storage, Market Liquidity, and Price Volatility In: Working Papers. [Citation analysis] | paper | 0 |
| 1993 | HETEROPOLYMER FOLDING ON A APE-100 SUPERCOMPUTER In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 0 |
| 1999 | AVALANCHE DYNAMICS AND TRADING FRICTION EFFECTS ON STOCK MARKET RETURNS In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 24 |
| 2000 | A THRESHOLD MODEL FOR STOCK RETURN VOLATILITY AND TRADING VOLUME In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 5 |
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