Publications

Filtered Results: 4 found

Jan 2014
Working Paper
An empirical behavioral model of price formation
J. Doyne Farmer, Szabolcs Mike
Sept 2007
Journal
An Empirical Behavioral Model of Liquidity and Volatility
J. Doyne Farmer, Szabolcs Mike
Jan 2005
Journal
Theory for Long Memory in Supply and Demand
J. Doyne Farmer, Fabrizio Lillo, Szabolcs Mike
Aug 2004
Journal
What Really Causes Large Price Changes?
J. Doyne Farmer, Fabrizio Lillo, Szabolcs Mike, Laszlo Gillemot, Anindya Sen