Matthieu Lasnier

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Matthieu Lasnier trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jim Gatheral
  2. Emmanuel Bacry
  3. Marc Potters

Papers from Matthieu Lasnier's perspective

Ordered by how strongly the researchers Matthieu Lasnier trusts endorse each paper. Same corpus, a different order for every researcher.

  1. No-dynamic-arbitrage and market impact
  2. Anomalous price impact and the critical nature of liquidity in financial markets
  3. Critical reflexivity in financial markets: a Hawkes process analysis (European Physical Journal B : Condensed Matter Physics)
  4. More Statistical Properties of Order Books and Price Impact
  5. Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data
  6. Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
  7. The Long Memory of the Efficient Market
  8. Theory Of Financial Risk And Derivative Pricing
  9. Statistical theory of the continuous double auction
  10. Statistical properties of stock order books: empirical results and models

Their papers