How People React to a Deadline: Time Distribution of Conference Registrations and Fee Payments, Open Physics, vol.7, pp.483-489, 2009. ,
Conference Registration: How People React to a Deadline, Nature Physics, vol.3, pp.746-746, 2007. ,
powerlaw: a Python Package for Analysis of Heavy-tailed Distributions, PloS one, vol.9, p.85777, 2014. ,
Low-latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Preopening and Opening Periods, 2016. ,
The Timing of Bid Placement and Extent of Multiple Bidding: An Empirical Investigation Using eBay Online Auctions, Statistical Science, pp.194-205, 2006. ,
Random Walks, Liquidity Molasses and Critical Response in Financial Markets, Quantitative Finance, vol.6, pp.115-123, 2006. ,
The Role of Pre-Opening Mechanisms in Fragmented Markets, 2016. ,
URL : https://hal.archives-ouvertes.fr/hal-02156137
Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions, proceedings of Dehli Econophys APEC 2017, 2019. ,
URL : https://hal.archives-ouvertes.fr/hal-01829337
Market Quality Changes in the London Stock Market, Journal of Banking & Finance, vol.32, pp.2248-2253, 2008. ,
Power-law distributions in empirical data, SIAM review, vol.51, pp.661-703, 2009. ,
There's more to volatility than volume, Quantitative Finance, vol.6, pp.371-384, 2006. ,
Empirical Regularities of Order Placement in the Chinese Stock Market, Physica A: Statistical Mechanics and its Applications, vol.387, pp.3173-3182, 2008. ,
Empirical Regularities of Opening Call Auction in Chinese Stock Market, Physica A: Statistical Mechanics and its Applications, vol.389, pp.278-286, 2010. ,
US Exchange Auction Trends: Recent Opening and Closing Auction Behavior, and the Implications on Order Management Strategies, The Journal of Trading, vol.6, pp.10-30, 2011. ,
Market microstructure in practice, 2018. ,
A Call Auction's Impact on Price Formation and Erder Routing: Evidence from the NASDAQ Stock Market, Journal of Financial Markets, vol.16, pp.331-361, 2013. ,
A Closing Call's Impact on Market Quality at Euronext Paris, Journal of Financial Economics, vol.68, pp.439-484, 2003. ,
How does the market react to your order flow, Quantitative Finance, vol.12, pp.1015-1024, 2012. ,
Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses, Econometrica: Journal of the Econometric Society, pp.307-333, 1989. ,