J. Rende

Economics and Econometrics · 2019

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

Whom J. Rende trusts overall

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

  1. Rama Cont
  2. Angelo Ranaldo
  3. Wei Zhang
  4. M. Gould

Who trusts J. Rende overall

  1. Thomas G. Fischer

Papers from J. Rende's perspective

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

  1. Empirical properties of asset returns: stylized facts and statistical issues
  2. Limit order book as a market for liquidity
  3. More Statistical Properties of Order Books and Price Impact
  4. The Price Impact of Order Book Events
  5. Some stylized facts of the Bitcoin market
  6. Price fluctuations from the order book perspective - empirical facts and a simple model
  7. Order aggressiveness in limit order book markets
  8. Aggressive Orders and the Resiliency of a Limit Order Market
  9. On a measure of lack of fit in time series models
  10. Tail Risk and Asset Prices

Their papers