2.1k citations · 7.3k across the 77 of their papers we have counts for
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cond-mat.stat-mech2012★ 6 cited
Scale-free relaxation of a wave packet in a quantum well with power-law tails
Salvatore Miccichè, Andreas Buchleitner, Fabrizio Lillo +3
We propose a setup for which a power-law decay is predicted to be observable for generic and realistic conditions. The system we study is very simple: A quantum wave packet initial…
q-fin.ST2012★ 75 cited
How news affect the trading behavior of different categories of investors in a financial market
Fabrizio Lillo, Salvatore Miccichè, Michele Tumminello +2
We investigate the trading behavior of a large set of single investors trading the highly liquid Nokia stock over the period 2003-2008 with the aim of determining the relative role…