← All authors Martin Gould Humboldt-Universität zu Berlin (from arXiv:1709.08238, 2017) · ORCID · OpenAlex
9 papers in scope · 9 published · 1 on the econ.EM arXiv · 351 citations · h-index 4 (over the papers listed here)
Papers (1 of 9)
Lessons from Applying Value of Statistical Life and Alternate Methods to Benefit–Cost Analysis to Inform Development Spending
published 2024 · Journal of Benefit-Cost Analysis · 1 citations
with Alice Redfern, Sindy Li, Felipe Acero, Daniel Stein
published 2020 · Applied Mathematical Finance · 1 citations · first circulated 2017
Multi-Level Order-Flow Imbalance in a Limit Order Book
published 2018 · Market Microstructure and Liquidity · 2 citations
Latency and liquidity provision in a limit order book
published 2017 · Quantitative Finance · 3 citations · first circulated 2015
with Julius Bonart
Quasi-centralized limit order books
published 2017 · Quantitative Finance · 2 citations · first circulated 2015
Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book
published 2016 · Market Microstructure and Liquidity · 20 citations · first circulated 2015
with Julius Bonart
The Long Memory of Order Flow in the Foreign Exchange Spot Market
published 2016 · Market Microstructure and Liquidity · 8 citations · first circulated 2015
Limit order books
published 2013 · Quantitative Finance · 301 citations · first circulated 2010
Managing Manna from Below: Sovereign Wealth Funds and Extractive Industries in the Pacific
published 2010 · Economic round-up · 13 citations
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Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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