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 | 725 | 2008 |
Systemic risk on the interbank market G Iori, S Jafarey, FG Padilla Journal of Economic Behavior & Organization 61 (4), 525-542, 2006 | 485 | 2006 |
A simulation analysis of the microstructure ofdouble auction markets C Chiarella, G Iori Quantitative finance 2 (5), 346, 2002 | 361 | 2002 |
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 | 326 | 2009 |
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 | 316 | 2002 |
Fitness model for the Italian interbank money market G De Masi, G Iori, G Caldarelli Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 74 (6 …, 2006 | 244 | 2006 |
Quantitative Model of Price Diffusion and Market Friction Based on Trading<? format?> as a Mechanistic Random Process MG Daniels, JD Farmer, L Gillemot, G Iori, E Smith Physical review letters 90 (10), 108102, 2003 | 231 | 2003 |
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 | 140 | 2012 |
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 | 104 | 2015 |
Avalanche dynamics and trading friction effects on stock market returns G Iori International Journal of Modern Physics C 10 (06), 1149-1162, 1999 | 84 | 1999 |
Quantifying preferential trading in the e-MID interbank market V Hatzopoulos, G Iori, RN Mantegna, S Micciche, M Tumminello Quantitative Finance 15 (4), 693-710, 2015 | 79 | 2015 |
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 | 76 | 2007 |
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 | 71 | 2015 |
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 | 71 | 2000 |
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 | 67 | 1991 |
Empirical analyses of networks in finance G Iori, RN Mantegna Handbook of Computational Economics 4, 637-685, 2018 | 62 | 2018 |
Criticality in a model of banking crises G Iori, S Jafarey Physica A: Statistical Mechanics and its Applications 299 (1-2), 205-212, 2001 | 62 | 2001 |
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 | 61 | 2015 |
Real-world options: smile and residual risk JP Bouchaud, G Iori, D Sornette arXiv preprint cond-mat/9509095, 1995 | 60 | 1995 |
Advances in the agent-based modeling of economic and social behavior M Steinbacher, M Raddant, F Karimi, E Camacho Cuena, S Alfarano, ... SN Business & Economics 1 (7), 99, 2021 | 57 | 2021 |