313 citations · 2.3k across the 31 of their papers we have counts for
Showing 2006 · physics.data-anShow all
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physics.data-an2006★ 3 cited
Of Songs and Men: a Model for Multiple Choice with Herding
Christian Borghesi, Jean-Philippe Bouchaud
We propose a generic model for multiple choice situations in the presence of herding and compare it with recent empirical results from a Web-based music market experiment. The mode…
physics.data-an2006★ 16 cited
Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets
Matthieu Wyart, Jean-Philippe Bouchaud, Julien Kockelkoren +2
We show that the cost of market orders and the profit of infinitesimal market-making or -taking strategies can be expressed in terms of directly observable quantities, namely the s…