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Szabolcs Mike

Physics – Physics and Society

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A theory for long-memory in supply and demand

Physics – Condensed Matter – Other Condensed Matter
Scientific paper

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An empirical behavioral model of liquidity and volatility

Economy – Quantitative Finance – Statistical Finance
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An empirical behavioral model of price formation

Physics – Physics and Society
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Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary?

Physics – Physics and Society
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What really causes large price changes?

Physics – Condensed Matter – Other Condensed Matter
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Profile ID: LFWR-SCP-P-121176

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