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Crypto market dynamics in stressful conditions
Desagre, Christophe; Mazza, Paolo; Petitjean, Mikael - In: Applied economics 55 (2023) 27, pp. 3121-3153
Persistent link: https://www.econbiz.de/10014299136
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Testing the effect of technical analysis on market quality and order book dynamics
Mazza, Paolo; Petitjean, Mikael - In: Applied economics 51 (2019) 18, pp. 1947-1976
Persistent link: https://www.econbiz.de/10012196620
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Extreme events and the cumulative distribution of net gains in gambling and structured products
Vrins, Frédéric; Petitjean, Mikael - In: Applied economics 50 (2018) 58, pp. 6285-6300
Persistent link: https://www.econbiz.de/10012063418
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Implicit transaction cost management using intraday price dynamics
Mazza, Paolo; Petitjean, Mikael - In: Applied economics 50 (2018) 39, pp. 4264-4274
Persistent link: https://www.econbiz.de/10012060723