Kevin Primicerio

CentraleSupélec

Labo M.A.S

Grande Voie des Vignes

Châtenay-Malabry CEDEX, 92295

France

SCHOLARLY PAPERS

2

DOWNLOADS

77

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Wisdom of the Institutional Crowd

Number of pages: 11 Posted: 10 Mar 2017
Kevin Primicerio, Damien Challet and Stanislao Gualdi
CentraleSupélec, CentraleSupélec and Capital Fund Management
Downloads 65 (342,824)

Abstract:

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Keywords Wisdom of the Crowd, Institutional Investors, Optimal Portfolios

2.

Large Large-Trader Activity Weakens the Long Memory of Limit Order Markets

Number of pages: 9 Posted: 27 Mar 2018
Kevin Primicerio and Damien Challet
CentraleSupélec and CentraleSupélec
Downloads 12 (570,584)

Abstract:

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statistical finance, market microstructure