Y. Lempérière

Economics and Econometrics · 2011–2014

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

Subfields

Whom Y. Lempérière trusts overall

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

  1. Jean-Philippe Bouchaud
  2. Rama Cont
  3. Marc Potters

Who trusts Y. Lempérière overall

  1. D. Taranto

Papers from Y. Lempérière's perspective

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

  1. Statistical properties of stock order books: empirical results and models
  2. The Long Memory of the Efficient Market
  3. More Statistical Properties of Order Books and Price Impact
  4. Statistical theory of the continuous double auction
  5. Momentum Crashes
  6. How Markets Slowly Digest Changes in Supply and Demand
  7. Reasoning the fast and frugal way: models of bounded rationality.
  8. Momentum has its moments
  9. Expectations of Returns and Expected Returns
  10. Price Dynamics in a Markovian Limit Order Market

Their papers