Ioane Muni Toke
Economics and Econometrics · 2009–2011
A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 74 citations into it
- Finance — 37 citations into it
- Statistical and Nonlinear Physics — 20 citations into it
Whom Ioane Muni Toke trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Ioane Muni Toke overall
Papers from Ioane Muni Toke's perspective
Ordered by how strongly the researchers Ioane Muni Toke trusts endorse each paper. Same corpus, a different order for every researcher.
- Long range dependence in financial markets
- Statistical properties of stock order books: empirical results and models
- More Statistical Properties of Order Books and Price Impact
- The Long Memory of the Efficient Market
- A theory of power-law distributions in financial market fluctuations (Nature)
- The power of patience: a behavioural regularity in limit-order placement
- A Dynamic Model of the Limit Order Book
- Direct Estimation of Equity Market Impact
- Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
- A simulation analysis of the microstructure of double auction markets
Their papers
- Econophysics: Empirical facts and agent-based models (2009) — 244 citations
- Econophysics review: II. Agent-based models (2011) — 257 citations
- Econophysics: empirical facts (2011) — 147 citations