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Bence Tóth · Study

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Bence Tóth

6 works· latest 2016· 3 institutionscluster: provisionalORCID 0000-0003-4153-268X

h-index6

i106

Citations378

Works here6

05

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Most cited in this library

Why is equity order flow so persistent?2014 · 108 citations
Agent-based models for latent liquidity and concave price impact2014 · 85 citations
Increasing market efficiency: Evolution of cross-correlations of stock returns2005 · 77 citations
How does the market react to your order flow?2012 · 41 citations
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets2011 · 37 citations

Works

6 shown

The Square-Root Impace Law Also Holds for Option Markets

Wilmott·2016·3 authors

30citations

Why is equity order flow so persistent?

Journal of Economic Dynamics and Control·2014·4 authors·Open access

108citations

Agent-based models for latent liquidity and concave price impact

Physical Review E·2014·3 authors·Open access

85citations

How does the market react to your order flow?

Quantitative Finance·2012·6 authors·Open access

41citations

Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets

SSRN Electronic Journal·2011·6 authors·preprint·Open access

37citations

Increasing market efficiency: Evolution of cross-correlations of stock returns

Physica A Statistical Mechanics and its Applications·2005·2 authors·Open access

77citations