Szabolcs Mike

Santa Fe Institute - Economics

1399 Hyde Park Rd

Santa Fe, NM 87501

United States

Budapest University of Technology and Economics

Muegyetem rkp. 3-9

H-1111 Budapest

Hungary

SCHOLARLY PAPERS

2

DOWNLOADS

524

CITATIONS

21

Scholarly Papers (2)

1.

An Empirical Behavioral Model of Liquidity and Volatility

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 35 Posted: 01 Oct 2005
Szabolcs Mike and J. Doyne Farmer
Santa Fe Institute - Economics and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 380 (76,253)
Citation 18

Abstract:

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Behavioral economics, financial market, order placement, cancellation model, price formation

2.

A Theory for Long-Memory in Supply and Demand

Santa Fe Institute Working Paper No. 04-12-041
Number of pages: 12 Posted: 30 Apr 2005
Fabrizio Lillo, Szabolcs Mike and J. Doyne Farmer
Università di Bologna, Santa Fe Institute - Economics and University of Oxford - Institute for New Economic Thinking at the Oxford Martin School
Downloads 144 (199,648)
Citation 20

Abstract:

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Long memory processes, Financial markets, Order flow, Market efficiency