activity
19962011
most citedInhomogeneous Mode-Coupling Theory and Growing Dynamic Length in Supercooled Liquids

313 citations · 2.3k across the 31 of their papers we have counts for

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Showing 2008Show all

7 papers · 1 filter

q-fin.GN2008308 cited

Economics need a scientific revolution

Jean-Philippe Bouchaud

I argue that the current financial crisis highlights the crucial need of a change of mindset in economics and financial engineering, that should move away from dogmatic axioms and…

q-fin.PR2008

Smile dynamics -- a theory of the implied leverage effect

Stefano Ciliberti, Jean-Philippe Bouchaud, Marc Potters

We study in details the skew of stock option smiles, which is induced by the so-called leverage effect on the underlying -- i.e. the correlation between past returns and future squ…

q-fin.PR2008

Optimal Time to Sell a Stock in Black-Scholes Model: Comment on "Thou shall buy and hold", by A. Shiryaev, Z. Xu and X.Y. Zhou

Satya N. Majumdar, Jean-Philippe Bouchaud

We reconsider the problem of optimal time to sell a stock studied recently by Shiryaev, Xu and Zhou using path integral methods. This method allows us to confirm the results obtain…

q-fin.TR200830 cited

How markets slowly digest changes in supply and demand

Jean-Philippe Bouchaud, J. Doyne Farmer, Fabrizio Lillo

In this article we revisit the classic problem of tatonnement in price formation from a microstructure point of view, reviewing a recent body of theoretical and empirical work expl…

cond-mat.dis-nn2008165 cited

Freezing and extreme value statistics in a Random Energy Model with logarithmically correlated potential

Yan V Fyodorov, Jean-Philippe Bouchaud

We investigate some implications of the freezing scenario proposed by Carpentier and Le Doussal (CLD) for a random energy model (REM) with logarithmically correlated random potenti…

q-fin.ST200886 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…