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J. Kockelkoren

Identifiers

  • name variant J. Kockelkoren 0.60 · backfill

Papers (3)

  1. Slow decay of impact in equity markets q-fin.TR · 2014 · author #3
  2. A Fokker-Planck description for the queue dynamics of large tick stocks q-fin.TR · 2013 · author #3
  3. Random walks, liquidity molasses and critical response in financial markets cond-mat.other · 2004 · author #2

Mentions

  • 1407.3390 #3 · backfill · confidence 0.70 J. Kockelkoren
  • 1304.6819 #3 · backfill · confidence 0.70 J. Kockelkoren

Frequent Coauthors