B. Tóth

Economics and Econometrics · with Bouchaud · 2011–2017

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom B. Tóth trusts overall

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

  1. Jean-Philippe Bouchaud
  2. Rama Cont
  3. Marc Potters
  4. Eric Smith
  5. Philipp Weber
  6. Fabrizio Lillo
  7. Y. Gefen
  8. J. D. Farmer
  9. Adrien de Larrard
  10. Albert J. Menkveld

Who trusts B. Tóth overall

  1. D. Taranto
  2. Jean-Philippe Bouchaud
  3. G. Bormetti
  4. Justin A. Sirignano

Papers from B. Tóth's perspective

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

  1. Statistical properties of stock order books: empirical results and models
  2. More Statistical Properties of Order Books and Price Impact
  3. Statistical theory of the continuous double auction
  4. Random walks, liquidity molasses and critical response in financial markets
  5. Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
  6. How Markets Slowly Digest Changes in Supply and Demand
  7. Price Dynamics in a Markovian Limit Order Market
  8. High frequency trading and the new market makers
  9. Order book approach to price impact
  10. TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS

Their papers