Josep Perello

Economics and Econometrics · 2007

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 Josep Perello trusts overall

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

  1. Jean-Philippe Bouchaud
  2. Marc Potters

Papers from Josep Perello's perspective

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

  1. The power of patience: a behavioural regularity in limit-order placement
  2. Statistical properties of stock order books: empirical results and models
  3. More Statistical Properties of Order Books and Price Impact
  4. Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
  5. A simulation analysis of the microstructure of double auction markets
  6. The Empirical Analysis of Long-term Memory in Stock Market
  7. On the origin of power-law tails in price fluctuations
  8. What really causes large price changes?
  9. Financial markets as nonlinear adaptive evolutionary systems
  10. The Long Memory of the Efficient Market

Their papers