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Market microstructure: confronting many viewpointsWiley, pp.254, 2012, 978-1-119-95241-1. ⟨10.1002/9781118673553⟩
Books
hal-00872398v1
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Some applications of first-passage ideas to financeRalf Metzler, Gleb Oshanin, Sidney Redner. First-passage Phenomena and Their Applications, World Scientific Publishing, pp.447-476, 2014, 978-9814590280
Book sections
hal-01010312v1
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Why have asset price properties changed so little in 200 yearsEconophysics and Sociophysics: Recent Progress and Future Directions, Springer, 2017, 978-3-319-47704-6. ⟨10.1007/978-3-319-47705-3⟩
Book sections
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The fine structure of volatility feedback II: overnight and intra-day effectsPhysica A: Statistical Mechanics and its Applications, 2014, 402, pp.58-75. ⟨10.1016/j.physa.2014.01.047⟩
Journal articles
hal-01010333v1
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Goodness-of-Fit tests with Dependent ObservationsJournal of Statistical Mechanics: Theory and Experiment, 2011, 2011 (9), pp.P09003. ⟨10.1088/1742-5468/2011/09/P09003⟩
Journal articles
hal-00621061v1
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Spontaneous instabilities and stick-slip motion in a generalized Hébraud–Lequeux modelSoft Matter, 2016, 12, pp.1230-1237. ⟨10.1039/C5SM02216A⟩
Journal articles
hal-01280867v1
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The joint distribution of stock returns is not ellipticalInternational Journal of Theoretical and Applied Finance, 2012, 15 (3), pp12500. ⟨10.1142/S0219024912500197⟩
Journal articles
hal-00703720v1
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The fine-structure of volatility feedback I: Multi-scale self-reflexivityPhysica A: Statistical Mechanics and its Applications, 2014, 410, pp.174-195. ⟨10.1016/j.physa.2014.05.007⟩
Journal articles
hal-00722261v1
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Weighted Kolmogorov-Smirnov test: Accounting for the tailsPhysical Review E : Statistical, Nonlinear, and Soft Matter Physics, 2012, 86 (4), pp.1115. ⟨10.1103/PhysRevE.86.041115⟩
Journal articles
hal-00722264v1
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Do investors trade too much? A laboratory experimentJournal of Economic Behavior and Organization, 2017, 140 (August 2017), pp.18-34. ⟨10.1016/j.jebo.2017.05.013⟩
Journal articles
hal-01244465v1
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Monetary Policy and Dark Corners in a stylized Agent-Based ModelJournal of Economic Interaction and Coordination, 2016, 12 (3), pp.507-537. ⟨10.1007/s11403-016-0174-z⟩
Journal articles
hal-01370217v1
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