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Econophysics of Order-driven Markets

Overview of attention for book
Cover of 'Econophysics of Order-driven Markets'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Trade-throughs: Empirical Facts and Application to Lead-lag Measures
  3. Altmetric Badge
    Chapter 2 Are the Trading Volume and the Number of Trades Distributions Universal?
  4. Altmetric Badge
    Chapter 3 Subpenny Trading in US Equity Markets
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    Chapter 4 “Market Making” in an Order Book Model and Its Impact on the Spread
  6. Altmetric Badge
    Chapter 5 Price-Time Priority and Pro Rata Matching in an Order Book Model of Financial Markets
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    Chapter 6 High-Frequency Simulations of an Order Book: a Two-scale Approach
  8. Altmetric Badge
    Chapter 7 A Mathematical Approach to Order Book Modelling
  9. Altmetric Badge
    Chapter 8 Reconstructing Agents’ Strategies from Price Behavior
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    Chapter 9 Market Influence and Order Book Strategies
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    Chapter 10 Multi-Agent Order Book Simulation: Mono- and Multi-Asset High-Frequency Market Making Strategies
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    Chapter 11 The Nature of Price Returns During Periods of High Market Activity
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    Chapter 12 Tick Size and Price Diffusion
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    Chapter 13 High Frequency Correlation Modelling
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    Chapter 14 The Model with Uncertainty Zones for Ultra High Frequency Prices and Durations: Applications to Statistical Estimation and Mathematical Finance
  16. Altmetric Badge
    Chapter 15 Exponential Resilience and Decay of Market Impact
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    Chapter 16 Modeling the non-Markovian, non-stationary scaling dynamics of financial markets
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    Chapter 17 The von Neumann-Morgenstern Utility Functions with Constant Risk Aversions
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    Chapter 18 Income and Expenditure Distribution. A Comparative Analysis
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    Chapter 19 Two Agent Allocation Problems and the First Best
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    Chapter 20 Opinion Formation in a Heterogenous Society
  22. Altmetric Badge
    Chapter 21 Opinion Formation in the Kinetic Exchange Models
  23. Altmetric Badge
    Chapter 22 Panel Discussion
Attention for Chapter 4: “Market Making” in an Order Book Model and Its Impact on the Spread
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About this Attention Score

  • Average Attention Score compared to outputs of the same age and source

Mentioned by

twitter
2 X users

Citations

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17 Dimensions

Readers on

mendeley
56 Mendeley
citeulike
1 CiteULike
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Chapter title
“Market Making” in an Order Book Model and Its Impact on the Spread
Chapter number 4
Book title
Econophysics of Order-driven Markets
Published in
arXiv, January 2011
DOI 10.1007/978-88-470-1766-5_4
Book ISBNs
978-8-84-701765-8, 978-8-84-701766-5
Authors

Ioane Muni Toke, Toke, Ioane Muni

X Demographics

X Demographics

The data shown below were collected from the profiles of 2 X users who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 56 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
United States 3 5%
China 1 2%
France 1 2%
Unknown 51 91%

Demographic breakdown

Readers by professional status Count As %
Researcher 14 25%
Student > Ph. D. Student 9 16%
Student > Master 8 14%
Other 5 9%
Professor 4 7%
Other 8 14%
Unknown 8 14%
Readers by discipline Count As %
Mathematics 15 27%
Economics, Econometrics and Finance 14 25%
Computer Science 8 14%
Physics and Astronomy 5 9%
Business, Management and Accounting 3 5%
Other 4 7%
Unknown 7 13%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 2. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 05 February 2014.
All research outputs
#14,646,666
of 22,743,667 outputs
Outputs from arXiv
#317,802
of 933,389 outputs
Outputs of similar age
#138,275
of 180,527 outputs
Outputs of similar age from arXiv
#476
of 813 outputs
Altmetric has tracked 22,743,667 research outputs across all sources so far. This one is in the 35th percentile – i.e., 35% of other outputs scored the same or lower than it.
So far Altmetric has tracked 933,389 research outputs from this source. They receive a mean Attention Score of 3.9. This one has gotten more attention than average, scoring higher than 65% of its peers.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 180,527 tracked outputs that were published within six weeks on either side of this one in any source. This one is in the 23rd percentile – i.e., 23% of its contemporaries scored the same or lower than it.
We're also able to compare this research output to 813 others from the same source and published within six weeks on either side of this one. This one is in the 41st percentile – i.e., 41% of its contemporaries scored the same or lower than it.