Szabolcs Mike
Economics and Econometrics · 2003–2007
A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 30 citations into it; #15,005 of 23,481 by trust here, #8,289 by citations
- Finance — 21 citations into it; #6,912 of 10,518 by trust here, #3,280 by citations
Whom Szabolcs Mike trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jan Beran
- Carl Chiarella
- Jean-Philippe Bouchaud
- Fabrizio Lillo
- Nicholas Barberis
- Eugene F. Fama
- Giulia Iori
- J. D. Farmer
- Marc Potters
- Richard H. Thaler
Who trusts Szabolcs Mike overall
Papers from Szabolcs Mike's perspective
Ordered by how strongly the researchers Szabolcs Mike trusts endorse each paper. Same corpus, a different order for every researcher.
- The power of patience: a behavioural regularity in limit-order placement
- More Statistical Properties of Order Books and Price Impact
- The Long Memory of the Efficient Market
- A simulation analysis of the microstructure of double auction markets
- A theory of power-law distributions in financial market fluctuations (Nature)
- The Behavior of Stock-Market Prices
- A survey of behavioral finance
- Random walks, liquidity molasses and critical response in financial markets
- Statistical theory of the continuous double auction
- Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis
Their papers
- What really causes large price changes? (2003) — 320 citations
- An empirical behavioral model of liquidity and volatility (2007) — 247 citations