The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.
How Markets Slowly Digest Changes in Supply and Demand
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Citations
Cites
Detecting strange attractors in turbulence
Takens, F. (1981) · Lecture Notes in Mathematics · doi:10.1007/bfb0091924 · Cited by 10,459 · cited 1×
“The ability to substitute information in a time history for state information is well supported in dynamical systems theory (Packard et al., 1980; Takens, 1981; Casdagli et al., 1991).”
Embrechts, P., Klüppelberg, C., & Mikosch, T. (1997) · doi:10.1007/978-3-642-33483-2 · Cited by 4,402
On the impossibility of informationally efficient markets
Stiglitz, J. E., & Grossman, S. J. (1980) · Columbia University · doi:10.7916/d8765r99 · Cited by 3,645
Odean, T. (1999) · American Economic Review · doi:10.1257/aer.89.5.1279 · Cited by 2,247
Cited by
Power Laws in Economics and Finance
Gabaix, X. (2009) · Annual Review of Economics · doi:10.1146/annurev.economics.050708.142940 · Cited by 907
A Survey of Systemic Risk Analytics
Bisias, D., Flood, M., Lo, A. W., & Valavanis, S. (2012) · Annual Review of Financial Economics · doi:10.1146/annurev-financial-110311-101754 · Cited by 659
Power Laws in Economics: An Introduction
Gabaix, X. (2016) · Journal of Economic Perspectives · doi:10.1257/jep.30.1.185 · Cited by 435
A Survey of Systemic Risk Analytics
Bisias, D., Flood, M. D., Lo, A. W., & Valavanis, S. (2012) · SSRN Electronic Journal · doi:10.2139/ssrn.1983602 · Cited by 331
The physics of financial networks
Bardoscia, M., Barucca, P., Battiston, S., Caccioli, F., Cimini, G., Garlaschelli, D., Saracco, F., Squartini, T., & Caldarelli, G. (2021) · Nature Reviews Physics · doi:10.1038/s42254-021-00322-5 · Cited by 281
Metadata
- Authors
- Bouchaud, J.-P., Farmer, J. D., & Lillo, F.
- Venue
- Handbook of Financial Markets: Dynamics and Evolution
- Publisher
- Elsevier
- Published
- 2009
- Pages
- 57-160
- OpenAlex
- W2103368690
- Cited by
- 429
- References
- 4
- FWCI
- 95.37
- Type
- book chapter
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: How Markets Slowly Digest Changes in Supply and Demand. https://app.cochat.ai/papers/10.1016/b978-012374258-2.50006-3
- The paper
- Bouchaud, J.-P., Farmer, J. D., & Lillo, F. (2009). How Markets Slowly Digest Changes in Supply and Demand. Handbook of Financial Markets: Dynamics and Evolution. https://doi.org/10.1016/b978-012374258-2.50006-3
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
