Details about Ilija Ivan Zovko

Access statistics for papers by Ilija Ivan Zovko.

Last updated 2023-03-11. Update your information in the RePEc Author Service.

Short-id: pzo8

Working Papers

2020

1. Matching in size: How market impact depends on the concentration of trading
   Papers, arXiv.org View citations (1)

2017

2. Navigating dark liquidity (How Fisher catches Poisson in the Dark)
   Papers, arXiv.org

2011

3. The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (6)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (1)
   Post-Print, HAL (2011) View citations (6)
   Post-Print, HAL (2010)

2009

4. The StressVaR: A New Risk Concept for Superior Fund Allocation
   Papers, arXiv.org View citations (1)

2007

5. Correlations and clustering in the trading of members of the London Stock Exchange
   Papers, arXiv.org View citations (10)

2004

6. Network properties of trading
   Computing in Economics and Finance 2004, Society for Computational Economics
7. The Predictive Power of Zero Intelligence in Financial Markets
   Papers, arXiv.org View citations (113)

Journal Articles

2002

1. The power of patience: a behavioural regularity in limit-order placement
   Quantitative Finance, 2002, 2, (5), 387-392 View citations (52)