| Fluctuation scaling in complex systems: Taylor's law and beyond Z Eisler, I Bartos, J Kertész Advances in Physics 57 (1), 89-142, 2008 | 358 | 2008 |
| The price impact of order book events: market orders, limit orders and cancellations Z Eisler, JP Bouchaud, J Kockelkoren Quantitative Finance 12 (9), 1395-1419, 2012 | 222 | 2012 |
| Size matters: some stylized facts of the stock market revisited Z Eisler, J Kertesz The European Physical Journal B-Condensed Matter and Complex Systems 51, 145-154, 2006 | 120 | 2006 |
| Scaling theory of temporal correlations and size-dependent fluctuations in the traded value of stocks Z Eisler, J Kertész Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 73 (4 …, 2006 | 91 | 2006 |
| Multifractal model of asset returns with leverage effect Z Eisler, J Kertesz Physica A: Statistical Mechanics and its Applications 343, 603-622, 2004 | 85 | 2004 |
| Multiscaling and non-universality in fluctuations of driven complex systems Z Eisler, J Kertesz, SH Yook, AL Barabási Europhysics Letters 69 (4), 664, 2005 | 80 | 2005 |
| Dissecting cross-impact on stock markets: An empirical analysis M Benzaquen, I Mastromatteo, Z Eisler, JP Bouchaud Journal of Statistical Mechanics: Theory and Experiment 2017 (2), 023406, 2017 | 76 | 2017 |
| Random walks on complex networks with inhomogeneous impact Z Eisler, J Kertész Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 71 (5 …, 2005 | 72 | 2005 |
| Liquidity and the multiscaling properties of the volume traded on the stock market Z Eisler, J Kertész Europhysics Letters 77 (2), 28001, 2007 | 55 | 2007 |
| How does the market react to your order flow? B Toth, Z Eisler, F Lillo, J Kockelkoren, JP Bouchaud, JD Farmer Quantitative Finance 12 (7), 1015-1024, 2012 | 49 | 2012 |
| The Square‐Root Impace Law Also Holds for Option Markets B Tóth, Z Eisler, JP Bouchaud Wilmott 2016 (85), 70-73, 2016 | 36 | 2016 |
| Co-impact: Crowding effects in institutional trading activity F Bucci, I Mastromatteo, Z Eisler, F Lillo, JP Bouchaud, CA Lehalle Quantitative Finance 20 (2), 193-205, 2020 | 33 | 2020 |
| Volatility: a hidden Markov process in financial time series Z Eisler, J Perelló, J Masoliver Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 76 (5 …, 2007 | 33 | 2007 |
| Diffusive behavior and the modeling of characteristic times in limit order executions Z Eisler, J Kertesz, F Lillo, RN Mantegna Quantitative Finance 9 (5), 547-563, 2009 | 32 | 2009 |
| Trading lightly: Cross-impact and optimal portfolio execution I Mastromatteo, M Benzaquen, Z Eisler, JP Bouchaud arXiv preprint arXiv:1702.03838, 2017 | 29 | 2017 |
| The limit order book on different time scales Z Eisler, J Kertesz, F Lillo Noise and Stochastics in Complex Systems and Finance 6601, 71-81, 2007 | 26 | 2007 |
| Comment on “Tests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets” É Rácz, Z Eisler, J Kertész Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 79 (6 …, 2009 | 25 | 2009 |
| Models for the impact of all order book events Z Eisler, JP Bouchaud, J Kockelkoren arXiv preprint arXiv:1107.3364, 2011 | 22 | 2011 |
| The dynamics of traded value revisited Z Eisler, J Kertész Physica A: Statistical Mechanics and its Applications 382 (1), 66-72, 2007 | 21 | 2007 |
| The short-term price impact of trades is universal B Toth, Z Eisler, JP Bouchaud Market Microstructure and Liquidity 3 (02), 1850002, 2017 | 20 | 2017 |
Janos KerteszCentral European University, ViennaEmail confirmado em ceu.edu
