Existence, uniqueness and efficiency of equilibrium in hedonic markets with multidimenstional types
Feedback and efficiency in limit order markets
Financial correlations at ultra-high frequency: theoretical models and empirical estimation
Financial factor influence on scaling and memory of trading volume in stock market
General Intensity Shapes in Optimal Liquidation
High Frequency Lead/lag Relationships - Empirical facts
Housing Market Microstructure
How does the market react to your order flow?
How efficiency shapes market impact
How markets slowly digest changes in supply and demand
How to grow a bubble: A model of myopic adapting agents
Identification of clusters of investors from their real trading activity in a financial market
Illiquidity and Derivative Valuation
Illusory versus Genuine Control in Agent-Based Games
Impact of heterogenous prior beliefs and disclosed insider trades
Impact of meta-order in the Minority Game
In which Financial Markets do Mutual Fund Theorems hold true?
Informed Traders
Initial Enlargement in a Markov chain market model
Inside Trading, Public Disclosure and Imperfect Competition