M. Gould

Economics and Econometrics · with Bonart · 2010–2018

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 44 citations into it; #14,941 of 23,481 by trust here, #16,755 by citations
• Finance — 40 citations into it; #9,685 of 10,518 by trust here, #7,575 by citations
• Management Science and Operations Research — 7 citations into it

Whom M. Gould trusts overall

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

1. Jean-Philippe Bouchaud
2. Rama Cont
3. Marc Potters
4. Jan Beran
5. J. D. Farmer
6. Anirban Chakraborti
7. O. R. D. Medeiros
8. Fabrizio Lillo
9. Thierry Foucault
10. F. Bandi

Who trusts M. Gould overall

1. Matthias Kirchner
2. M. Schnaubelt
3. Samuel A. Assefa
4. J. Rende

Papers from M. Gould's perspective

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

1. Statistical properties of stock order books: empirical results and models
2. The Long Memory of the Efficient Market
3. More Statistical Properties of Order Books and Price Impact
4. The power of patience: a behavioural regularity in limit-order placement
5. Statistics for long-memory processes
6. Statistical theory of the continuous double auction
7. Limit order book as a market for liquidity
8. Empirical properties of asset returns: stylized facts and statistical issues
9. How Markets Slowly Digest Changes in Supply and Demand
10. The economy needs agent-based modelling (Nature)

Their papers

• Trades, Quotes and Prices: Financial Markets Under the Microscope (2018) — 218 citations
• Limit order books (2010) — 424 citations