Alla Slynko

Economics and Econometrics · 2012

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

Subfields

Whom Alla Slynko trusts overall

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

  1. Jim Gatheral

Papers from Alla Slynko's perspective

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

  1. Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
  2. No-dynamic-arbitrage and market impact
  3. Direct Estimation of Equity Market Impact
  4. Statistical properties of stock order books: empirical results and models
  5. The Long Memory of the Efficient Market
  6. TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS
  7. Anomalous price impact and the critical nature of liquidity in financial markets
  8. Price Manipulation and Quasi-Arbitrage
  9. Theory Of Financial Risk And Derivative Pricing
  10. A theory of power-law distributions in financial market fluctuations (Nature)

Their papers