Zoltan Eisler
- The price impact of order book events: market orders, limit orders and cancellations
2009/04/06 by Zoltan Eisler, Zoltán Eisler, Jean-Philippe Bouchaud +5 · 5 citations
Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Statistical Finance (q-fin.ST) #Trading and Market Microstructure (q-fin.TR) #q-fin.ST #q-fin.TR
- The square-root impact law also holds for option markets
2016/02/09 by Bence Tóth, Bence Toth, Zoltán Eisler +6 · 4 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR) #q-fin.TR
- Fluctuation scaling in complex systems: Taylor's law and beyond1
2007/08/31 by Zoltan Eisler, Zoltán Eisler, I. Bartos +3 · 3 citations
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Network Analysis Techniques #Complex Systems and Time Series Analysis #Opinion Dynamics and Social Influence #physics.soc-ph