Daniel J. Fenn

Economics and Econometrics · 2010

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 44 citations into it; #21,378 of 23,481 by trust here, #17,969 by citations
• Finance — 40 citations into it; #9,680 of 10,518 by trust here, #7,575 by citations
• Management Science and Operations Research — 7 citations into it

Whom Daniel J. Fenn trusts overall

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

1. Jean-Philippe Bouchaud
2. Rama Cont

Who trusts Daniel J. Fenn overall

1. Matthias Kirchner

Papers from Daniel J. Fenn's perspective

Ordered by how strongly the researchers Daniel J. Fenn 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. The power of patience: a behavioural regularity in limit-order placement
5. Statistics for long-memory processes
6. Statistical theory of the continuous double auction
7. Limit order book as a market for liquidity
8. Empirical properties of asset returns: stylized facts and statistical issues
9. How Markets Slowly Digest Changes in Supply and Demand
10. The economy needs agent-based modelling (Nature)

Their papers

• Limit order books (2010) — 424 citations