Philipp Weber
Economics and Econometrics · 2003
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 8 citations into it; #12,359 of 23,481 by trust here, #14,996 by citations
- Finance — 6 citations into it; #5,706 of 10,518 by trust here, #6,162 by citations
Whom Philipp Weber trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Gong-meng Chen
- Xavier Gabaix
- Jean-Philippe Bouchaud
- Michael Firth
- Marc Potters
- Fabrizio Lillo
- Oliver M. Rui
Who trusts Philipp Weber overall
- Marco Avellaneda
- Jean-Philippe Bouchaud
- Sasha Stoikov
- B. Tóth
- Zoltán Eisler
- Ole E. Barndorff-Nielsen
- Aurélien Alfonsi
- J. Kockelkoren
Papers from Philipp Weber's perspective
Ordered by how strongly the researchers Philipp Weber 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
- 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
- Fraudulent Financial Reporting: Consideration of Industry Traits and Corporate Governance Mechanisms
Their papers
- Order book approach to price impact (2003) — 167 citations