The long memory of the efficient market by Lillo, F, Farmer, J

The long memory of the efficient market by Lillo, F, Farmer, J

On the origin of power law tails in price fluctuations by Farmer, J, Lillo, F

A theory for long-memory in supply and demand by Lillo, F, Mike, S, Farmer, J

Single Curve Collapse of the Price Impact Function for the New York Stock Exchange by Lillo, F, Farmer, J, Mantegna, R

Segmentation algorithm for non-stationary compound Poisson processes by Tóth, B, Lillo, F, Farmer, J

There's more to volatility than volume by Gillemot, L, Farmer, J, Lillo, F

Tick size and price diffusion by Spada, G, Farmer, J, Lillo, F

How markets slowly digest changes in supply and demand by Bouchaud, J, Farmer, J, Lillo, F

There's more to volatility than volume by Gillemot, L, Farmer, J, Lillo, F

The non-random walk of stock prices: The long-term correlation between signs and sizes by Spada, G, Farmer, J, Lillo, F

Segmentation algorithm for non-stationary compound Poisson processes by Toth, B, Lillo, F, Farmer, J

Segmentation algorithm for non-stationary compound Poisson processes: With an application to inventory time series of market members in a financial market by Tóth, B, Lillo, F, Farmer, J

Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? by Farmer, J, Gerig, A, Lillo, F, Mike, S

Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? by Farmer, J, Gerig, A, Lillo, F, Mike, S

Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary by Gerig, A, Farmer, J, Lillo, F, Mike, S

Why is order flow so persistent? by Toth, B, Palit, I, Lillo, F, Farmer, J

How efficiency shapes market impact by Farmer, J, Gerig, A, Lillo, F, Waelbroeck, H

How efficiency shapes market impact by Farmer, J, Gerig, A, Lillo, F, Waelbroeck, H

What really causes large price changes? by Farmer, J, Gillemot, L, Lillo, F, Mike, S, Sen, A