Bernd Rosenow
Economics and Econometrics · 1999–2003
A researcher in the Science corpus: 4 papers; trusts 7 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 8 citations into it; #9,402 of 23,481 by trust here, #6,031 by citations
- Finance — 6 citations into it; #5,705 of 10,518 by trust here, #6,162 by citations
Whom Bernd Rosenow trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Bernd Rosenow overall
- Thomas Conlon
- Marco Avellaneda
- Gangjin Wang
- Ling-Yun He
- Jean-Philippe Bouchaud
- Heather J. Ruskin
- Sasha Stoikov
- Chi Xie
Papers from Bernd Rosenow's perspective
Ordered by how strongly the researchers Bernd Rosenow trusts endorse each paper. Same corpus, a different order for every researcher.
- A theory of power-law distributions in financial market fluctuations (Nature)
- The Long Memory of the Efficient Market
- Statistical properties of stock order books: empirical results and models
- Statistics for long-memory processes
- Price fluctuations from the order book perspective - empirical facts and a simple model
- The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility
- Adverse Selection and Competitive Market Making: Empirical Evidence from a Limit Order Market
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- What moves stock prices?
- Investor Protection and Corporate Valuation
Their papers
- Order book approach to price impact (2003) — 167 citations
- Random matrix approach to cross correlations in financial data. (2001) — 898 citations
- Econophysics: financial time series from a statistical physics point of view (2000) — 155 citations
- Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)