L. Gillemot
Economics and Econometrics · 2002–2003
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 11 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 17 citations into it; #7,076 of 23,481 by trust here, #5,925 by citations
Whom L. Gillemot trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts L. Gillemot overall
Papers from L. Gillemot's perspective
Ordered by how strongly the researchers L. Gillemot trusts endorse each paper. Same corpus, a different order for every researcher.
- The power of patience: a behavioural regularity in limit-order placement
- Statistical properties of stock order books: empirical results and models
- The Long Memory of the Efficient Market
- A theory of power-law distributions in financial market fluctuations (Nature)
- More Statistical Properties of Order Books and Price Impact
- Statistical theory of the continuous double auction
- A simulation analysis of the microstructure of double auction markets
- The Behavior of Stock-Market Prices
- Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis
- Price fluctuations from the order book perspective - empirical facts and a simple model
Their papers
- What really causes large price changes? (2003) — 320 citations
- Statistical theory of the continuous double auction (2002) — 373 citations