9 citations · 9 across the 1 of their papers we have counts for
3 papers
q-fin.ST2007★ 9 cited
Correlations and clustering in the trading of members of the London Stock Exchange
Ilija I. Zovko, J. Doyne Farmer
This paper analyzes correlations in patterns of trading of different members of the London Stock Exchange. The collection of strategies associated with a member institution is defi…
cond-mat.stat-mech2003
The Predictive Power of Zero Intelligence in Financial Markets
J. Doyne Farmer, Paolo Patelli, Ilija I. Zovko
Standard models in economics stress the role of intelligent agents who maximize utility. However, there may be situations where, for some purposes, constraints imposed by market in…
cond-mat2002
The power of patience: A behavioral regularity in limit order placement
Ilija I. Zovko, J. Doyne Farmer
In this paper we demonstrate a striking regularity in the way people place limit orders in financial markets, using a data set consisting of roughly seven million orders from the L…