Kockelkoren, J.
- Slow decay of impact in equity markets
2014/07/12 by Brokmann, X., Serie, E., Kockelkoren, J. +1 · 5 citations
#FOS: Economics and business #FOS: Physical sciences #Statistical Mechanics (cond-mat.stat-mech) #Trading and Market Microstructure (q-fin.TR)
- Random walks, liquidity molasses and critical response in financial markets
2004/06/09 by Bouchaud, J. -P., Kockelkoren, J., Potters, M. · 2 citations
#FOS: Economics and business #FOS: Physical sciences #Other Condensed Matter (cond-mat.other) #Trading and Market Microstructure (q-fin.TR)