Damian Eduardo Taranto - Google Scholar

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	All	Since 2018
Citations	77	59
h-index	5	5
i10-index	4	3

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16

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2015201620172018201920202021202220237 4 7 15 16 11 7 9 1

Co-authors

Fabrizio LilloUniversità di Bologna and Scuola Normale Superiore, PisaVerified email at sns.it

Damian Eduardo Taranto

Damian Eduardo Taranto

Scuola Normale Superiore

Verified email at sns.it

Quantitative Finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
The adaptive nature of liquidity taking in limit order books DE Taranto, G Bormetti, F Lillo arXiv preprint arXiv:1403.0842, 2014	28	2014
Linear models for the impact of order flow on prices. I. History dependent impact models DE Taranto, G Bormetti, JP Bouchaud, F Lillo, B Tóth Quantitative Finance 18 (6), 903-915, 2018	19	2018
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model DE Taranto, G Bormetti, JP Bouchaud, F Lillo, B Tóth Quantitative Finance 18 (6), 917-931, 2018	14	2018
Linear models for the impact of order flow on prices i. propagators: Transient vs. history dependent impact DE Taranto, G Bormetti, JP Bouchaud, F Lillo, B Toth arXiv preprint arXiv:1602.02735, 2016	11	2016
Linear models for the impact of order flow on prices I. Propagators: Transient vs DE Taranto, G Bormetti, JP Bouchaud, F Lillo, B Toth History Dependent Impact, Quantitative Finance 18 (6), 903-915, 2018	5	2018
Price formation and liquidity modeling in high frequency finance DE Taranto, G Bormetti, F Lillo		2017

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Articles 1–6