Felix Patzelt

Economics and Econometrics · 2017

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

Subfields

Whom Felix Patzelt trusts overall

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

  1. Jean-Philippe Bouchaud
  2. Fabrizio Lillo

Papers from Felix Patzelt's perspective

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

  1. The Long Memory of the Efficient Market
  2. A theory of power-law distributions in financial market fluctuations (Nature)
  3. More Statistical Properties of Order Books and Price Impact
  4. The power of patience: a behavioural regularity in limit-order placement
  5. Random walks, liquidity molasses and critical response in financial markets
  6. A Dynamic Model of the Limit Order Book
  7. Statistical theory of the continuous double auction
  8. Statistical properties of stock order books: empirical results and models
  9. How Markets Slowly Digest Changes in Supply and Demand
  10. Random matrix approach to cross correlations in financial data. (Physical review. E, Statistical, nonlinear, and soft matter physics)

Their papers