Giulia Iori
Giulia Iori
Professor of Economics, City University London
Verified email at city.ac.uk - Homepage
TitleCited byYear
A network analysis of the Italian overnight money market
G Iori, G De Masi, OV Precup, G Gabbi, G Caldarelli
Journal of Economic Dynamics and Control 32 (1), 259-278, 2008
5312008
Systemic risk on the interbank market
G Iori, S Jafarey, FG Padilla
Journal of Economic Behavior & Organization 61 (4), 525-542, 2006
3482006
A microsimulation of traders activity in the stock market: the role of heterogeneity, agents’ interactions and trade frictions
G Iori
Journal of Economic Behavior & Organization 49 (2), 269-285, 2002
2632002
A simulation analysis of the microstructure of double auction markets*
C Chiarella, G Iori
Quantitative finance 2 (5), 346-353, 2002
2522002
The impact of heterogeneous trading rules on the limit order book and order flows
C Chiarella, G Iori, J Perelló
Journal of Economic Dynamics and Control 33 (3), 525-537, 2009
2232009
Quantitative model of price diffusion and market friction based on trading as a mechanistic random process
MG Daniels, JD Farmer, L Gillemot, G Iori, E Smith
Physical review letters 90 (10), 108102, 2003
1942003
Fitness model for the Italian interbank money market
G De Masi, G Iori, G Caldarelli
Physical Review E 74 (6), 066112, 2006
1872006
Herding effects in order driven markets: The rise and fall of gurus
G Tedeschi, G Iori, M Gallegati
Journal of Economic Behavior & Organization 81 (1), 82-96, 2012
982012
Avalanche dynamics and trading friction effects on stock market returns
G Iori
International Journal of Modern Physics C 10 (06), 1149-1162, 1999
731999
Networked relationships in the e-MID Interbank market: A trading model with memory
G Iori, RN Mantegna, L Marotta, S Micciche, J Porter, M Tumminello
Journal of Economic Dynamics and Control 50, 98-116, 2015
632015
EDDIE in financial decision making
EPK Tsang, J Li, S Markose, H Er, A Salhi, G Iori
Journal of Management and economics 4 (4), 1-13, 2000
612000
Random self-interacting chains: a mechanism for protein folding
G Iori, E Marinari, G Parisi
Journal of Physics A: Mathematical and General 24 (22), 5349, 1991
601991
Trading strategies in the Italian interbank market
G Iori, R Reno, G De Masi, G Caldarelli
Physica A: Statistical Mechanics and its Applications 376, 467-479, 2007
582007
Criticality in a model of banking crises
G Iori, S Jafarey
Physica A: Statistical Mechanics and its Applications 299 (1-2), 205-212, 2001
552001
Real-world options: smile and residual risk
JP Bouchaud, G Iori, D Sornette
arXiv preprint cond-mat/9509095, 1995
511995
Quantifying preferential trading in the e-MID interbank market
V Hatzopoulos, G Iori, RN Mantegna, S Miccichè, M Tumminello
Quantitative Finance 15 (4), 693-710, 2015
452015
The role of communication and imitation in limit order markets
G Tedeschi, G Iori, M Gallegati
The European Physical Journal B 71 (4), 489, 2009
442009
An analysis of price impact function in order-driven markets
G Iori, MG Daniels, JD Farmer, L Gillemot, S Krishnamurthy, E Smith
Physica A: Statistical Mechanics and its Applications 324 (1-2), 146-151, 2003
412003
The role of bank relationships in the interbank market
A Temizsoy, G Iori, G Montes-Rojas
Journal of Economic Dynamics and Control 59, 118-141, 2015
332015
Financial regulations and bank credit to the real economy
G Gabbi, G Iori, S Jafarey, J Porter
Journal of Economic Dynamics and Control 50, 117-143, 2015
332015
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Articles 1–20