Economy – Quantitative Finance – Trading and Market Microstructure
Scientist
Economy
Quantitative Finance
Trading and Market Microstructure
Scientist
Applied Physics Laboratory, Johns Hopkins University, 11100 Johns Hopkins Road, Laurel, MD 20723-6099, USA
Accurate estimator of correlations between asynchronous signals
Anomalous price impact and the critical nature of liquidity in financial markets
Automated Detection of Pi2 Pulsations by Wavelet Analysis and its Application to Real-time Data From Longitudinal Network of Geomagnetic Observatories
How does the market react to your order flow?
Increasing market efficiency: Evolution of cross-correlations of stock returns
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