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Dissecting cross-impact on stock markets: an empirical analysis

Journal of statistical mechanics, 2017-02, Vol.2017 (2), p.23406

2017

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Size matters : some stylized facts of the stock market revisited

The European physical journal. B, Condensed matter physics, 2006-05, Vol.51 (1), p.145-154

2006

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Co-impact: crowding effects in institutional trading activity

Quantitative finance, 2020-02, Vol.20 (2), p.193-205

2020

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Multifractal model of asset returns with leverage effect

Physica A, 2004-11, Vol.343, p.603-622

2004

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Liquidity and the multiscaling properties of the volume traded on the stock market

Europhysics letters, 2007-01, Vol.77 (2), p.28001-28001

2007

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How does the market react to your order flow?

Quantitative finance, 2012-07, Vol.12 (7), p.1015-1024

2012

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Multiscaling and non-universality in fluctuations of driven complex systems

Europhysics letters, 2005-02, Vol.69 (4), p.664-670

2005

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Scaling theory of temporal correlations and size-dependent fluctuations in the traded value of stocks

Physical review. E, Statistical, nonlinear, and soft matter physics, 2006-04, Vol.73 (4 Pt 2), p.046109-046109, Article 046109

2006

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Random walks on complex networks with inhomogeneous impact

Physical review. E, Statistical, nonlinear, and soft matter physics, 2005-05, Vol.71 (5 Pt 2), p.057104-057104, Article 057104

2005

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Protein kinase D promotes activity‐dependent AMPA receptor endocytosis in hippocampal neurons

Traffic (Copenhagen, Denmark), 2021-12, Vol.22 (12), p.454-470

2021

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Fluctuations in subsystems of the zero-temperature XX chain: emergence of an effective temperature

Journal of statistical mechanics, 2006-11, Vol.2006 (11), p.P11013-P11013

2006

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Factors that influence the prevalence of acaricide resistance and tick-borne diseases

Veterinary parasitology, 2004-10, Vol.125 (1), p.163-181

2004

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Entanglement in the XX spin chain with an energy current

Physical review. A, Atomic, molecular, and optical physics, 2005-04, Vol.71 (4), Article 042318

2005

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Host complexes that adapt to their guests: amphitopic receptors

Inorganic chemistry communications, 2003-09, Vol.6 (9), p.1269-1271

2003

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Magnetization distribution in the transverse Ising chain with energy flux

Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 2003-05, Vol.67 (5 Pt 2), p.056129-056129, Article 056129

2003

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