Concepedia

Bence Tóth

BT

13

Publications

503

Citations

12

H-Index

2005

Active since

Affiliations

Capital Fund Management (France)(Current)

University of Bologna

Santa Fe Institute

Budapest University of Technology and Economics

Scuola Normale Superiore

Bence Tóth is an author at Capital Fund Management (France) specializing in finance, business, and economic analysis.

Top concepts

FinanceBusinessEconomic AnalysisEconomicsStatisticsAsset PricingEconometricsFinancial EconomicsMarket MicrostructureEngineering

Publications per year

2005–2018

13

Publications

13

Why is equity order flow so persistent?

Bence Tóth, Imon Palit, Fabrizio Lillo et al. · Journal of Economic Dynamics and Control · 2014 · 93 citations · Full text

Market Microstructure, Flow Trading, Business +3

Agent-based models for latent liquidity and concave price impact

Iacopo Mastromatteo, Bence Tóth, Jean‐Philippe Bouchaud · Physical Review E · 2014 · 81 citations · Full text

Increasing market efficiency: Evolution of cross-correlations of stock returns

Bence Tóth, János Kertész · Physica A Statistical Mechanics and its Applications · 2005 · 75 citations · Full text

Financial Economics, Asset Pricing, Market Trend +4

Anomalous Impact in Reaction-Diffusion Financial Models

Iacopo Mastromatteo, Bence Tóth, Jean‐Philippe Bouchaud · Physical Review Letters · 2014 · 51 citations · Full text

Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets

Bence Tóth, Yves Lempérière, Cyril Deremble et al. · SSRN Electronic Journal · 2011 · 42 citations · Full text

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