86 citations · 87 across the 3 of their papers we have counts for
3 papers
q-fin.ST2008★ 86 cited
Stock price jumps: news and volume play a minor role
Armand Joulin, Augustin Lefevre, Daniel Grunberg +1
In order to understand the origin of stock price jumps, we cross-correlate high-frequency time series of stock returns with different news feeds. We find that neither idiosyncratic…
math.CO2006★ 1 cited
On asymptotics, Stirling numbers, Gamma function and polylogs
Daniel B. Grünberg
We apply the Euler--Maclaurin formula to find the asymptotic expansion of the sums , ~, ~, ~$\sum 1/k^…
hep-th2006
Gromov-Witten Theory and Threshold Corrections
Daniel Grunberg
We present an overview of Gromov-Witten theory and its links with string theory compactifications, focussing on the GW potential as the generating function for topological string a…