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researcher

Michael Benzaquen

11 papers hereh-index 3109 citations17 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • middle author6
  • last author3

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • econ.GN4
  • q-fin.TR4
  • cond-mat.stat-mech2
  • q-fin.GN1
same name
  • Michael Benzaquen — 7 papers, h 3
  • Michael Benzaquen — 3 papers, h 0
  • Michael Benzaquen — 2 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20162026
most citedDissecting cross-impact on stock markets: An empirical analysis

64 citations · 74 across the 8 of their papers we have counts for

collaborators
Showing q-fin.GNShow all

1 paper · 1 filter

q-fin.GN2024

Riding Wavelets: A Method to Discover New Classes of Price Jumps

Cecilia Aubrun, Rudy Morel, Michael Benzaquen +1

Cascades of events and extreme occurrences have garnered significant attention across diverse domains such as financial markets, seismology, and social physics. Such events can ste…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.