228 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Sapienza University of RomeIT12 papers
- Santa Fe InstituteUS7 papers
- University of PalermoIT5 papers
- University of PisaIT5 papers
- Adolfo Ibáñez UniversityCL4 papers
- Central European UniversityAT4 papers
- Scuola Normale SuperioreIT4 papers
- University of MacerataIT4 papers
- University of OxfordGB4 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- ERABLE: Equipe de recherche européenne en algorithmique et biologie formelle et expérimentaleFR3 papers
- Massachusetts Institute of TechnologyUS3 papers
Showing 2009Show all
2 papers · 1 filter
q-fin.TR2009★ 228 cited
Market impact and trading profile of large trading orders in stock markets
Esteban Moro, Javier Vicente, Luis G. Moyano +5
We empirically study the market impact of trading orders. We are specifically interested in large trading orders that are executed incrementally, which we call hidden orders. These…
physics.soc-ph2009★ 176 cited
The Role of Design Complexity in Technology Improvement
James McNerney, J. Doyne Farmer, Sid Redner +1
We study a simple model for the evolution of the cost (or more generally the performance) of a technology or production process. The technology can be decomposed into component…