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Patience and Impatience of Stock Traders

Economy – Quantitative Finance – Trading and Market Microstructure
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Perturbation theory in a pure exchange non-equilibrium economy

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Phenomenology of minority games in efficient regime

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Pollution permits, Strategic Trading and Dynamic Technology Adoption

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Portfolio liquidation in dark pools in continuous time

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Predator-Prey Model for Stock Market Fluctuations

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Price dynamics in a Markovian limit order market

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Price dynamics in financial markets: a kinetic approach

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Price Impact

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Price impact asymmetry of institutional trading in Chinese stock market

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Price Jump Prediction in Limit Order Book

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