G. Bormetti

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom G. Bormetti trusts overall

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

  1. Jean-Philippe Bouchaud
  2. Emmanuel Bacry
  3. J. D. Farmer
  4. Fabrizio Lillo
  5. B. Tóth

Papers from G. Bormetti's perspective

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

  1. The Long Memory of the Efficient Market
  2. How Markets Slowly Digest Changes in Supply and Demand
  3. Anomalous price impact and the critical nature of liquidity in financial markets
  4. The price impact of order book events: market orders, limit orders and cancellations
  5. An empirical behavioral model of liquidity and volatility
  6. Hawkes model for price and trades high-frequency dynamics
  7. More Statistical Properties of Order Books and Price Impact
  8. Statistical theory of the continuous double auction
  9. Statistical properties of stock order books: empirical results and models
  10. The power of patience: a behavioural regularity in limit-order placement

Their papers