Yuval Gefen

Weizmann Institute of Science - Condensed Matter Physics Department

234 Herzl Street

Rehovot, 76100

Israel

  • Weizmann Institute of Science - Condensed Matter Physics Department

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Fluctuations and Response in Financial Markets: The Subtle Nature of 'Random' Price Changes

Number of pages: 26 Posted: 27 Feb 2004
Jean-Philippe Bouchaud, Yuval Gefen, Marc Potters, Marc Potters and Matthieu Wyart
Capital Fund Management, Weizmann Institute of Science - Condensed Matter Physics Department, Capital Fund ManagementCapital Fund Management and Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
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Citation 96

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Financial markets, order book, market microstructure