6 research outputs found
Further Beyond Zipf's Law: An Empirically Useful Augmentation of the Zipf-Mandelbrot Law
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
News Articles and the Invariance Hypothesis
- Author
- Albert S Kyle
- Albert S Kyle
- Albert S Kyle
- Albert S. Kyle
- Anna A. Obizhaeva
- Beno??tbeno??t Mandelbrot
- Joel Hasbrouck
- Joon Chae
- Joseph Engelberg
- Kathleen Hanley
- Mark L Mitchell
- Meschke Felix
- Nitish R Sinha
- Nitish Ranjan Sinha
- Paul C Tetlock
- Paul C Tetlock
- Paul C Tetlock
- Paul C Tetlock
- Peter Clark
- T Green
- Thomas D Berry
- Tugkan Tuzun
- Werner Antweiler
- Wesley S Chan
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Market Microstructure Invariants: Theory and Implications of Calibration
- Author
- A Kirilenko
- Albert S Kyle
- Albert S. Kyle
- Alfonso Dufour
- Anna A. Obizhaeva
- Beno??tbeno??t Mandelbrot
- Charles Lee
- Franco Modigliani
- Jack Treynor
- Jean-Philippe Bouchaud
- Jiang Wang
- Joel Hasbrouck
- Joel Hasbrouck
- Joel Hasbrouck
- John Y Campbell
- Kerry Back
- Kerry S Cooper
- Parameswaran Gopikrishnan
- Peter Clark
- Sanford J Grossman
- Sanford J Grossman
- Thierry An�
- Vasiliki Plerou
- William J Breen
- Xavier Gabaix
- Yakov Amihud
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
The Double Power Law in Consumption and Implications for Estimating Asset Pricing Models
- Author
- Aaron Clauset
- Alexis Akira Toda
- Alexis Akira Toda
- Alon Brav
- Angus Deaton
- Annette Vissing-J�rgensen
- Beno??tbeno??t Mandelbrot
- Carlo V Fiorio
- Dimitris N Politis
- Erich Battistin
- Igor Fedotenkov
- Kieran Walsh
- Kristian Giesen
- Lars Peter Hansen
- M George
- Pierluigi Balduzzi
- R Narayana
- R Narayana
- Robert A Miller
- Robert C Merton
- Robert Gibrat
- Sydney C Ludvigson
- Timothy Cogley
- Vilfredo Pareto
- William Feller
- William J Reed
- Xavier Gabaix
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Market Microstructure Invariance: Empirical Hypotheses
- Author
- Albert S Kyle
- Albert S Kyle
- Albert S Kyle
- Albert S. Kyle
- Alfonso Dufour
- Andrei N Kolmogorov
- Andrei N Kolmogorov
- Andr� Perold
- Anna A. Obizhaeva
- Anna Obizhaeva
- Anna Obizhaeva
- Beno??tbeno??t Mandelbrot
- Charles Lee
- Craig W Holden
- Emanuel Derman
- Franco Modigliani
- Hans R Stoll
- Hans R Stoll
- J Aitchison
- Jack Treynor
- Jean-Philippe Bouchaud
- Jiang Wang
- Joel Hasbrouck
- Joel Hasbrouck
- John Y Campbell
- Kerry Back
- Lawrence R Glosten
- Maurice Allais
- Maurice Allais
- Michael Brennan
- Nicolo G Torre
- Parameswaran Gopikrishnan
- Peter Clark
- Richard C Grinold
- Robert Almgren
- Robert F Stambough
- Ronald L Goettler
- Sanford J Grossman
- Sanford J Grossman
- Thierry An�
- Thomas Loeb
- Vasiliki Plerou
- William Breen
- Xavier Gabaix
- Yakov Amihud
- Yonathan Schwarzkopf
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Intraday Trading Invariance in the E-Mini S&P 500 Futures Market
- Author
- Albert J Menkveld
- Albert S Kyle
- Albert S Kyle
- Albert S Kyle
- Albert S Kyle
- Albert S Kyle
- Albert S Kyle
- Albert S. Kyle
- American
- Anat R Admati
- Andrei Kirilenko
- Anna A Obizhaeva
- Anna A. Obizhaeva
- Anthony Murphy
- Bae
- Beno??tbeno??t Mandelbrot
- Charles M Jones
- Christian T Brownlees
- Christian T Brownlees
- Clive W J Granger
- Dimitris Bertsimas
- George E Tauchen
- Gordon Alexander
- Harrison Hong
- I G Morgan
- Ix
- James J Angel
- Josef Brada
- Lawrence Harris
- Lawrence Harris
- L�szl� Gillemot
- M F M Osborne
- Michael A Goldstein
- Michael Benzaquen
- Michael Brennan
- Oleg Bondarenko
- Pamela C Moulton
- Paul Schultz
- Peter K Clark
- Randolph Westerfield
- Robert A Wood
- Robert Almgren
- Robert F Engle
- Roman Liesenfeld
- Sec Cftc
- Sec Cftc
- Thierry An�
- Thomas W Epps
- Tim Bollerslev
- Torben G Andersen
- Torben G Andersen
- Torben G Andersen
- Torben G Andersen
- Torben G Andersen
- Torben G Andersen
- Torben G. Andersen
- Wang Obizhaeva
- Xavier Gabaix
- Xavier Gabaix
- Yacine A�?ta�?t-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study