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Fabrizio Lillo

Fabrizio Lillo

Scuola Normale Superiore di Pisa - Pisa / Italy
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1801953
Scuola Normale Superiore
person_outline Fabrizio Lillo's MOST POPULAR ARTICLES
1-) How markets slowly digest changes in supply and demand Handbook of financial markets: dynamics and evolution, 57-160, 2009
2-) Topology of correlation-based minimal spanning trees in real and model markets Physical Review E 68 (4), 046130, 2003
3-) Networks of equities in financial markets The European Physical Journal B 38 (2), 363-371, 2004
4-) The long memory of the efficient market arXiv preprint cond-mat/0311053, 2003
5-) Master curve for price-impact function Nature 421 (6919), 129-130, 2003