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Giulia Iori

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This is information that was supplied by Giulia Iori in registering through RePEc. If you are Giulia Iori , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Giulia
Middle Name:
Last Name: Iori
Suffix:

RePEc Short-ID: pio8

Email:
Homepage: http://www.giuliaiori.com
Postal Address:
Phone:

Affiliation

Department of Economics
City University
Location: London, United Kingdom
Homepage: http://www.city.ac.uk/economics/
Email:
Phone: +44 (0)20 7040 8500
Fax:
Postal: Social Sciences Building, Whiskin Street, London, EC1R 0JD
Handle: RePEc:edi:decituk (more details at EDIRC)

Works

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Working papers

  1. Giulia Iori & Rosario N. Mantegna & Luca Marotta & Salvatore Micciche' & James Porter & Michele Tumminello, 2014. "Networked relationships in the e-MID Interbank market: A trading model with memory," Papers 1403.3638, arXiv.org.
  2. Hatzopoulos, V. & Iori, G. & Mantegna, R. & Micciche, S. & Tumminello, M., 2013. "Quantifying preferential trading in the e-MID interbank market," Working Papers 13/14, Department of Economics, City University London.
  3. Hatzopoulos, V. & Iori, G., 2012. "Information theoretic description of the e-Mid interbank market: implications for systemic risk," Working Papers 12/04, Department of Economics, City University London.
  4. Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
  5. Iori, G. & Kapar, B. & Olmo, J., 2012. "The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation," Working Papers 12/03, Department of Economics, City University London.
  6. Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M., 2012. "Market microstructure, bank's behaviour and interbank spreads," Working Papers 12/06, Department of Economics, City University London.
  7. Kovaleva, P. & Iori, G., 2012. "Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity," Working Papers 12/05, Department of Economics, City University London.
  8. Iori, G. & Tedeschi, G., 2010. "Herding effects in order driven markets: The rise and fall of gurus," Working Papers 10/05, Department of Economics, City University London.
  9. Iori, G. & Deissenberg, C., 2008. "An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture," Working Papers 08/03, Department of Economics, City University London.
  10. Carvalho, R. & Iori, G., 2007. "Socioeconomic networks with long-range interactions," Working Papers 07/12, Department of Economics, City University London.
  11. Iori, G. & Precup, O. V., 2006. "Weighted network analysis of high frequency cross-correlation measures," Working Papers 06/10, Department of Economics, City University London.
  12. Jeannin, M. & Iori, G. & Samuel, D., 2006. "Modeling stock pinning," Working Papers 06/04, Department of Economics, City University London.
  13. Mattiussi, V. & Iori, G., 2006. "Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis," Working Papers 06/09, Department of Economics, City University London.
  14. G. De Masi & G. Iori & G. Caldarelli, 2006. "A fitness model for the Italian Interbank Money Market," Papers physics/0610108, arXiv.org.
  15. Giulia Iori & Roberto Reno' & Giulia De Masi & Guido Caldarelli, 2006. "Trading strategies in the Italian interbank market," Papers physics/0611023, arXiv.org.
  16. Carl Chiarella & Giulia Iori, 2005. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Research Paper Series 152, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. G. Iori & O. Precup, 2005. "The Microstructure of the Italian Overnight Money Market," Computing in Economics and Finance 2005 44, Society for Computational Economics.
  18. Iori, G. & Masi, G. D. & Precup, O. V. & Gabbi, G. & Caldarelli, G., 2005. "A network analysis of the Italian oversight money market," Working Papers 05/05, Department of Economics, City University London.
  19. Precup, O. V. & Iori, G., 2005. "Cross-correlation measures in the high-frequency domain," Working Papers 05/04, Department of Economics, City University London.
  20. Iori, Giulia, 2004. "An analysis of systemic risk in alternative securities settlement architectures," Working Paper Series 0404, European Central Bank.
  21. Giulia Iori & Saqib Jafarey & Francisco Padilla, 2003. "Interbank Lending, Reserve Requirements and Systemic Risk," Modeling, Computing, and Mastering Complexity 2003 17, Society for Computational Economics.
  22. Marcus G. Daniels & J. Doyne Farmer & Giulia Iori & Eric Smith, 2002. "Demand Storage, Market Liquidity, and Price Volatility," Working Papers 02-01-001, Santa Fe Institute.
  23. Francisco G. Padilla & Giulia Iori., 2002. "Contagion in a heterogeneous inter bank market model," Computing in Economics and Finance 2002 336, Society for Computational Economics.
  24. Giulia Iori & Carl Chiarella, 2002. "A simple microstructure model of double auction markets," Computing in Economics and Finance 2002 44, Society for Computational Economics.
  25. Giulia Iori & Saqib Jafarey, 2001. "Criticality in a model of banking crises," Papers cond-mat/0104080, arXiv.org.
  26. Marcus G. Daniels & J. Doyne Farmer & Laszlo Gillemot & Giulia Iori & Eric Smith, 2001. "A quantitative model of trading and price formation in financial markets," Papers cond-mat/0112422, arXiv.org, revised Dec 2002.
  27. Giulia Iori, 2000. "Scaling and multiscaling in financial markets," Finance 0004006, EconWPA.
  28. Vassilis Koulovassilopoulos & G. Iori, 2000. "Patterns Of Consumption In Discrete Choice Models With Asymmetric Interactions," Computing in Economics and Finance 2000 84, Society for Computational Economics.
  29. Giulia Iori, 2000. "Scaling And Multi-Scaling Analysis In A Market Model With Endogenous Threshold Dynamics," Computing in Economics and Finance 2000 Z175, Society for Computational Economics.
  30. Giulia Iori, 2000. "A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions," Finance 0004007, EconWPA.
  31. Giulia Iori & Vassilis Koulovassilopoulos, 1999. "Patterns of consumption in socio-economic models with heterogeneous interacting agents," Papers cond-mat/9909131, arXiv.org.
  32. Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette, 1995. "Real-world options: smile and residual risk," Science & Finance (CFM) working paper archive 500039, Science & Finance, Capital Fund Management.

Articles

  1. Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro, 2012. "Herding effects in order driven markets: The rise and fall of gurus," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 82-96.
  2. G. Tedeschi & G. Iori & M. Gallegati, 2009. "The role of communication and imitation in limit order markets," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 71(4), pages 489-497, October.
  3. Iori, Giulia & De Masi, Giulia & Precup, Ovidiu Vasile & Gabbi, Giampaolo & Caldarelli, Guido, 2008. "A network analysis of the Italian overnight money market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 259-278, January.
  4. Marc Jeannin & Giulia Iori & David Samuel, 2008. "Modeling stock pinning," Quantitative Finance, Taylor & Francis Journals, vol. 8(8), pages 823-831.
  5. Ovidiu V. Precup & Giulia Iori, 2007. "Cross-correlation Measures in the High-frequency Domain," The European Journal of Finance, Taylor & Francis Journals, vol. 13(4), pages 319-331.
  6. Iori, Giulia & RenĂ², Roberto & De Masi, Giulia & Caldarelli, Guido, 2007. "Trading strategies in the Italian interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 467-479.
  7. Deissenberg, Christophe & Iori, Giulia, 2006. "Introduction," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 521-524, December.
  8. Iori, Giulia & Jafarey, Saqib & Padilla, Francisco G., 2006. "Systemic risk on the interbank market," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 525-542, December.
  9. Precup, Ovidiu V. & Iori, Giulia, 2004. "A comparison of high-frequency cross-correlation measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 252-256.
  10. Iori, G. & Daniels, M.G. & Farmer, J.D. & Gillemot, L. & Krishnamurthy, S. & Smith, E., 2003. "An analysis of price impact function in order-driven markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 146-151.
  11. Giulia Iori, 2003. "A close look at market microstructure," Quantitative Finance, Taylor & Francis Journals, vol. 3(2), pages 23-25.
  12. Iori, Giulia, 2002. "A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions," Journal of Economic Behavior & Organization, Elsevier, vol. 49(2), pages 269-285, October.
  13. Carl Chiarella & Giulia Iori, 2002. "A simulation analysis of the microstructure of double auction markets," Quantitative Finance, Taylor & Francis Journals, vol. 2(5), pages 346-353.
  14. Iori, Giulia & Jafarey, Saqib, 2001. "Criticality in a model of banking crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 205-212.
  15. Iori, Giulia & Marinari, Enzo & Parisi, Giorgio & Vittoria Struglia, M., 1992. "Statistical mechanics of heteropolymer folding," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 185(1), pages 98-103.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (5) 2012-10-06 2012-10-13 2012-10-20 2013-12-06 2014-03-22. Author is listed
  2. NEP-CFN: Corporate Finance (2) 2005-02-13 2005-10-04
  3. NEP-CMP: Computational Economics (2) 2005-04-16 2012-11-17
  4. NEP-EEC: European Economics (3) 2012-10-06 2012-10-13 2012-10-20
  5. NEP-EVO: Evolutionary Economics (2) 1999-07-12 2001-02-14
  6. NEP-FIN: Finance (3) 1999-06-23 2005-02-13 2005-10-04
  7. NEP-FMK: Financial Markets (5) 2001-02-14 2001-02-14 2002-03-14 2005-10-04 2012-10-20. Author is listed
  8. NEP-MIC: Microeconomics (2) 1999-06-23 2002-03-14
  9. NEP-MST: Market Microstructure (3) 2012-10-13 2013-12-06 2014-03-22
  10. NEP-NET: Network Economics (2) 2007-06-11 2013-12-06
  11. NEP-RMG: Risk Management (1) 2005-02-13
  12. NEP-SOC: Social Norms & Social Capital (1) 2007-06-11
  13. NEP-UPT: Utility Models & Prospect Theory (2) 2007-06-11 2012-10-13

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