A. Jedidi
Economics and Econometrics · 2010
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 8 citations into it
Whom A. Jedidi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts A. Jedidi overall
Papers from A. Jedidi's perspective
Ordered by how strongly the researchers A. Jedidi trusts endorse each paper. Same corpus, a different order for every researcher.
- Statistical properties of stock order books: empirical results and models
- The Long Memory of the Efficient Market
- How Markets Slowly Digest Changes in Supply and Demand
- Markov Chains and Stochastic Stability
- Review: P. Billingsley, Convergence of probability measures
- More Statistical Properties of Order Books and Price Impact
- The power of patience: a behavioural regularity in limit-order placement
- A theory of power-law distributions in financial market fluctuations (Nature)
- A Dynamic Model of the Limit Order Book
- Random walks, liquidity molasses and critical response in financial markets
Their papers
- A Mathematical Approach to Order Book Modelling (2010) — 121 citations