Antje Fruth

Economics and Econometrics · 2007–2011

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Antje Fruth trusts overall

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

  1. Robert Almgren
  2. Jim Gatheral
  3. Tarun Chordia
  4. Rama Cont
  5. Peter Bank
  6. Richard Roll
  7. Sasha Stoikov
  8. Jean-Philippe Bouchaud
  9. Gur Huberman
  10. Albert S. Kyle

Who trusts Antje Fruth overall

  1. Rama Cont
  2. Huyen Pham
  3. Á. Cartea
  4. Beomsoo Park
  5. Efstathios Panayi

Papers from Antje Fruth's perspective

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

  1. Price Manipulation and Quasi-Arbitrage
  2. No-dynamic-arbitrage and market impact
  3. Optimal execution with nonlinear impact functions and trading-enhanced risk
  4. More Statistical Properties of Order Books and Price Impact
  5. Order book approach to price impact
  6. A Stochastic Model for Order Book Dynamics
  7. Market Liquidity and Trading Activity
  8. Optimal execution for portfolio transactions
  9. Hedging and Portfolio Optimization in Financial Markets with a Large Trader
  10. Order aggressiveness in limit order book markets

Their papers