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Disambiguation of "Lillo, Fabrizio"

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Why is equity order flow so persistent?

, , , and . Journal of Economic Dynamics and Control, (Feb 8, 2015)
DOI: 10.1016/j.jedc.2014.10.007

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To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Arne Lillo

Peter Lillotte

Wolf-Christian Lillotte

Fabrizio Catanese

Fabrizio Gabbiani

 

Other publications of authors with the same name

Comparative genomics study of inverted repeats in bacteria., , and . Bioinform., 18 (7): 971-979 (2002)Multi-scale analysis of the European airspace using network community detection., , , , , , and . CoRR, (2013)Why is equity order flow so persistent?, , , and . Journal of Economic Dynamics and Control, (Feb 8, 2015)Estimating the Total Volume of Queries to Google., and . WWW, page 1051-1060. ACM, (2019)Econophysics and the challenge of efficiency.. Complex., 14 (3): 39-54 (2009)There's more to volatility than volume, , and . Quantitative Finance, 6 (5): 371--384 (2006)Volatility in financial markets: stochastic models and empirical results, , , and . Physica A: Statistical Mechanics and its Applications, 314 (1-4): 756--761 (Nov 1, 2002)Dynamics of a financial market index after a crash, and . Physica A: Statistical Mechanics and its Applications, 338 (1-2): 125--134 (Jul 1, 2004)When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification., , and . Oper. Res., 64 (5): 1073-1088 (2016)Spanning Trees and bootstrap Reliability Estimation in Correlation-Based Networks., , , , and . Int. J. Bifurc. Chaos, 17 (7): 2319-2329 (2007)