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Jakob Albers

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All published works
Action Title Year Authors
+ PDF Chat Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets 2021 Jakob Albers
Mihai Cucuringu
Sam Howison
Alexander Y. Shestopaloff
+ PDF Chat Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets 2021 Jakob Albers
Mihai Cucuringu
Sam Howison
Alexander Y. Shestopaloff
+ Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets 2021 Jakob Albers
Mihai Cucuringu
Sam Howison
Alexander Y. Shestopaloff
Common Coauthors
Coauthor Papers Together
Mihai Cucuringu 3
Sam Howison 3
Alexander Y. Shestopaloff 3
Commonly Cited References
Action Title Year Authors # of times referenced
+ The Elements of Statistical Learning 2001 Trevor Hastie
J. Friedman
Robert Tibshirani
 2
+ PDF Chat Quantifying stock-price response to demand fluctuations 2002 Vasiliki Plerou
Parameswaran Gopikrishnan
Xavier Gabaix
H. Eugene Stanley
 2
+ PDF Chat Optimal execution strategies in limit order books with general shape functions 2009 Aurélien Alfonsi
Antje Fruth
Alexander Schied
 2
+ PDF Chat Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence 2017 Markus Bibinger
Nikolaus Hautsch
Peter Malec
Markus Reiß
 2
+ PDF Chat Statistical properties of stock order books: empirical results and models 2002 Jean‐Philippe Bouchaud
Marc MĂ©zard
Marc Potters
 2
+ PDF Chat How Markets Slowly Digest Changes in Supply and Demand 2008 Jean‐Philippe Bouchaud
J. Doyne Farmer
Fabrizio Lillo
 2
+ PDF Chat More Statistical Properties of Order Books and Price Impact 2002 Marc Potters
Jean‐Philippe Bouchaud
 1
+ How markets slowly digest changes in supply and demand 2008 Jean‐Philippe Bouchaud
J. Doyne Farmer
Fabrizio Lillo
 1
+ PDF Chat The Price Impact of Order Book Events 2010 Rama Cont
Arseniy Kukanov
Sasha Stoikov
 1
+ PDF Chat Multi-Level Order-Flow Imbalance in a Limit Order Book 2019 Ke Xu
Martin Gould
Sam Howison
 1
+ PDF Chat Price Impact of Order Flow Imbalance: Multi-level, Cross-sectional and Forecasting 2021 Rama Cont
Mihai Cucuringu
Chao Zhang
 1