SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Salvatore Miccichè · Study

Home/Author

Salvatore Miccichè

7 works· latest 2014· 4 institutionscluster: provisionalORCID 0000-0003-3779-592X

h-index7

i107

Citations620

Works here7

02

07

11

14

Most cited in this library

SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS2007 · 147 citations
Degree stability of a minimum spanning tree of price return and volatility2002 · 119 citations
Volatility in financial markets: stochastic models and empirical results2002 · 92 citations
How news affects the trading behaviour of different categories of investors in a financial market2014 · 82 citations
Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode2007 · 80 citations

Works

7 shown

Quantifying preferential trading in the e-MID interbank market

Quantitative Finance·2014·5 authors·Open access

71citations

How news affects the trading behaviour of different categories of investors in a financial market

Quantitative Finance·2014·4 authors·Open access

82citations

Happy Aged People Are All Alike, While Every Unhappy Aged Person Is Unhappy in Its Own Way

PLoS ONE·2011·7 authors·Open access

29citations

Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode

Physical Review E·2007·3 authors·Open access

80citations

SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS

International Journal of Bifurcation and Chaos·2007·5 authors·Open access

147citations

Degree stability of a minimum spanning tree of price return and volatility

RePEc: Research Papers in Economics·2002·3 authors·preprint

119citations

Volatility in financial markets: stochastic models and empirical results

Physica A Statistical Mechanics and its Applications·2002·3 authors·Open access

92citations