Szabolcs Mike

Identifiers

• name variant Szabolcs Mike 0.60 · backfill

Papers (5)

1. An empirical behavioral model of liquidity and volatility q-fin.ST · 2007 · author #1
2. Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? physics.soc-ph · 2006 · author #4
3. An empirical behavioral model of price formation physics.soc-ph · 2005 · author #1
4. A theory for long-memory in supply and demand cond-mat.other · 2004 · author #2
5. What really causes large price changes? cond-mat.other · 2003 · author #4

Mentions

• 0709.0159 #1 · backfill · confidence 0.70 Szabolcs Mike

Frequent Coauthors

• J. Doyne Farmer 5 shared papers
• Fabrizio Lillo 2 shared papers
• Anindya Sen 1 shared papers
• Austin Gerig 1 shared papers
• F. Lillo 1 shared papers
• Laszlo Gillemot 1 shared papers