J. Fernandez-Tapia

2011

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom J. Fernandez-Tapia trusts overall

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

  1. Marco Avellaneda

Papers from J. Fernandez-Tapia's perspective

Ordered by how strongly the researchers J. Fernandez-Tapia trusts endorse each paper. Same corpus, a different order for every researcher.

  1. High-frequency trading in a limit order book
  2. High frequency trading and the new market makers
  3. Order book approach to price impact
  4. Statistical properties of stock order books: empirical results and models
  5. Information Theory: 1948-1998 - Guest Editorial
  6. Statistical theory of the continuous double auction
  7. Price fluctuations from the order book perspective - empirical facts and a simple model
  8. More Statistical Properties of Order Books and Price Impact
  9. Liquidity and Asset Prices
  10. Optimal execution strategies in limit order books with general shape functions

Their papers