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A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions
Iori, Giulia - In: Journal of economic behavior & organization : JEBO 49 (2002) 2, pp. 269
Persistent link: https://www.econbiz.de/10006827619
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Cross-correlation Measures in the High-frequency Domain
Precup, Ovidiu V.; Iori, Giulia - In: The European journal of finance 13 (2007) 4, pp. 319-332
Persistent link: https://www.econbiz.de/10007745564
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Cross-correlation Measures in the High-frequency Domain
Precup, Ovidiu V.; Iori, Giulia - In: The European journal of finance 13 (2007) 3-4, pp. 319-332
Persistent link: https://www.econbiz.de/10007754433
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A network analysis of the Italian overnight money market
Iori, Giulia; De Masi, Giulia; Precup, Ovidiu Vasile; … - In: Journal of economic dynamics & control 32 (2008) 1, pp. 259-278
Persistent link: https://www.econbiz.de/10007896296
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The impact of heterogeneous trading rules on the limit order book and order flows
Chiarella, Carl; Iori, Giulia; Perelló, Josep - In: Journal of economic dynamics & control 33 (2009) 3, pp. 525-537
Persistent link: https://www.econbiz.de/10008175480
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REAL WORLD OPTIONS - An option pricing framework which addresses the practical difficulties presented by the differences between the real world and Black-Scholes
Bouchaud, Jean-Philippe; Iori, Giulia; Sornette, Didier - In: Risk : managing risk in the world's financial markets 9 (1996) 3, pp. 61-66
Persistent link: https://www.econbiz.de/10007078485
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Systemic risk on the interbank market
Iori, Giulia; Jafarey, Saqib; Padilla, Francisco G. - In: Journal of economic behavior & organization : JEBO 61 (2006) 4, pp. 525-542
Persistent link: https://www.econbiz.de/10007396051
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Introduction
Deissenberg, Christophe; Iori, Giulia - In: Journal of economic behavior & organization : JEBO 61 (2006) 4, pp. 521-524
Persistent link: https://www.econbiz.de/10007396052
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Herding effects in order driven markets: The rise and fall of gurus
Tedeschi, Gabriele; Iori, Giulia; Gallegati, Mauro - In: Journal of economic behavior & organization : JEBO 81 (2012) 1, pp. 82-97
Persistent link: https://www.econbiz.de/10009817022
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The impact of heterogeneous trading rules on the limit order book and order flows
Chiarella, Carl; Iori, Giulia; Perelló, Josep - In: Journal of economic dynamics & control 33 (2009) 3, pp. 525-538
Persistent link: https://www.econbiz.de/10008890128