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Aste, Tomaso (2022) Topological regularization with information filtering networks. Information Sciences, 608. 655 - 669. ISSN 0020-0255
Briola, Antonio and Aste, Tomaso (2022) Dependency structures in cryptocurrency market from high to low frequency. Entropy, 24 (11). ISSN 1099-4300
Cipriani, Marco, Guarino, Antonio and Uthemann, Andreas ORCID: 0000-0002-7942-8530
(2022)
Financial transaction taxes and the informational efficiency of financial markets: a structural estimation.
Journal of Financial Economics, 146 (3).
1044 - 1072.
ISSN 0304-405X
Eppinger, Peter S. and Neugebauer, Katja (2022) External financial dependence and firms' crisis performance across Europe. Empirical Economics, 62 (2). 887 - 904. ISSN 0377-7332
Livan, Giacomo, Pappalardo, Giuseppe and Mantegna, Rosario N. (2022) Quantifying the relationship between specialisation and reputation in an online platform. Scientific Reports, 12 (1). p. 16699. ISSN 2045-2322
Procacci, Pier Francesco and Aste, Tomaso (2022) Portfolio optimization with sparse multivariate modeling. Journal of Asset Management, 23 (6). 445 - 465. ISSN 1470-8272
Seabrook, Isobel, Barucca, Paolo and Caccioli, Fabio (2022) Structural importance and evolution: an application to financial transaction networks. Physica A, 607. ISSN 0378-4371
Seabrook, Isobel, Caccioli, Fabio and Aste, Tomaso (2022) Quantifying impact and response in markets using information filtering networks. Journal of Physics: Complexity, 3 (2). ISSN 2632-072X
Volta, Vittoria and Aste, Tomaso (2022) Causal coupling between European and UK markets triggered by announcements of monetary policy decisions. Royal Society Open Science, 9 (3). ISSN 2054-5703