Institute for Scientific Interchange

output

20032025

most citedStatistical physics of social dynamics

4.2k citations

researchers with a paper here

A. Barrat2 profiles22 · h 73
Alessandro Vespignani2 profiles20 · h 102
P. Zanardi20 · h 55
F. Illuminati19 · h 37
Y. Moreno2 profiles19 · h 74
S. Fortunato18 · h 59
M. Paris15 · h 59
S. Zapperi13 · h 52
V. Colizza13 · h 60
F. Bonchi12 · h 63
Kyriaki Kalimeri11 · h 22
M. Szell11 · h 28

collaborating institutions

Centre National de la Recherche ScientifiqueFR40 papers
Politecnico di TorinoIT32 papers
University of MilanIT27 papers
Sapienza University of RomeIT25 papers
Centre de Physique ThéoriqueFR23 papers
Universidad de ZaragozaES23 papers
University of SalernoIT21 papers
Indiana University BloomingtonUS20 papers
Istituto Nazionale di Fisica Nucleare, Sezione di NapoliIT19 papers
National Interuniversity Consortium for the Physical Sciences of MatterIT19 papers
University of TurinIT18 papers
University of Southern CaliforniaUS17 papers

Showing 2009 · q-fin.TRShow all

1 paper · 2 filters

q-fin.TR2009★ 29 cited

Studies of the limit order book around large price changes

Bence Toth, Janos Kertesz, J. Doyne Farmer

We study the dynamics of the limit order book of liquid stocks after experiencing large intra-day price changes. In the data we find large variations in several microscopical measu…