| Fluctuation scaling in complex systems: Taylor's law and beyond Z Eisler, I Bartos, J Kertész Advances in Physics 57 (1), 89-142, 2008 | 271 | 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 | 157 | 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 (1 …, 2006 | 109 | 2006 |
| Multifractal model of asset returns with leverage effect Z Eisler, J Kertész Physica A: Statistical Mechanics and its Applications 343, 603-622, 2004 | 84 | 2004 |
| Scaling theory of temporal correlations and size-dependent fluctuations in the traded value of stocks Z Eisler, J Kertész Physical Review E 73 (4), 046109, 2006 | 77 | 2006 |
| Multiscaling and non-universality in fluctuations of driven complex systems Z Eisler, J Kertesz, SH Yook, AL Barabási EPL (Europhysics Letters) 69 (4), 664, 2005 | 74 | 2005 |
| Random walks on complex networks with inhomogeneous impact Z Eisler, J Kertész Physical Review E 71 (5), 057104, 2005 | 62 | 2005 |
| Liquidity and the multiscaling properties of the volume traded on the stock market Z Eisler, J Kertész EPL (Europhysics Letters) 77 (2), 28001, 2007 | 51 | 2007 |
| 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 | 41 | 2017 |
| 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 | 39 | 2012 |
| Econophysics of Stock and Other Markets: Proceedings of the Econophys-Kolkata II A Chatterjee, BK Chakrabarti Springer Science & Business Media, 2007 | 35 | 2007 |
| Volatility: a hidden Markov process in financial time series Z Eisler, J Perelló, J Masoliver Physical Review E 76 (5), 056105, 2007 | 30 | 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 | 26 | 2009 |
| 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 79 (6), 068101, 2009 | 24 | 2009 |
| The Square‐Root Impace Law Also Holds for Option Markets B Tóth, Z Eisler, JP Bouchaud Wilmott 2016 (85), 70-73, 2016 | 23 | 2016 |
| The limit order book on different time scales Z Eisler, J Kertesz, F Lillo Noise and Stochastics in Complex Systems and Finance 6601, 66010G, 2007 | 23 | 2007 |
| The dynamics of traded value revisited Z Eisler, J Kertész Physica A: Statistical Mechanics and its Applications 382 (1), 66-72, 2007 | 21 | 2007 |
| 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 | 19 | 2020 |
| Models for the impact of all order book events Z Eisler, JP Bouchaud, J Kockelkoren arXiv preprint arXiv:1107.3364, 2011 | 16 | 2011 |
| Trading lightly: Cross-impact and optimal portfolio execution I Mastromatteo, M Benzaquen, Z Eisler, JP Bouchaud Available at SSRN 2949748, 2017 | 13 | 2017 |
Janos KerteszDepartment of Network and Data Science, Central European University, ViennaVerified email at ceu.edu
