Zoltán Eisler

1.1k total citations
20 papers, 682 citations indexed

About

Zoltán Eisler is a scholar working on Economics and Econometrics, Finance and Computer Networks and Communications. According to data from OpenAlex, Zoltán Eisler has authored 20 papers receiving a total of 682 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Economics and Econometrics, 12 papers in Finance and 4 papers in Computer Networks and Communications. Recurrent topics in Zoltán Eisler's work include Complex Systems and Time Series Analysis (19 papers), Financial Markets and Investment Strategies (8 papers) and Financial Risk and Volatility Modeling (5 papers). Zoltán Eisler is often cited by papers focused on Complex Systems and Time Series Analysis (19 papers), Financial Markets and Investment Strategies (8 papers) and Financial Risk and Volatility Modeling (5 papers). Zoltán Eisler collaborates with scholars based in Hungary, France and United States. Zoltán Eisler's co-authors include János Kertész, I. Bartos, Jean‐Philippe Bouchaud, Julien Kockelkoren, Soon‐Hyung Yook, Albert-Ĺaszló Barabási, Michael Benzaquen, Bence Tóth, Iacopo Mastromatteo and J-P. Bouchaud and has published in prestigious journals such as Advances In Physics, Physica A Statistical Mechanics and its Applications and Europhysics Letters (EPL).

In The Last Decade

Zoltán Eisler

19 papers receiving 663 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Zoltán Eisler Hungary 13 454 280 238 81 63 20 682
Sı́lvio M. Duarte Queirós Brazil 16 363 0.8× 197 0.7× 389 1.6× 78 1.0× 36 0.6× 69 737
Iram Gléria Brazil 15 181 0.4× 100 0.4× 216 0.9× 65 0.8× 22 0.3× 57 583
Fei Ren China 18 602 1.3× 396 1.4× 220 0.9× 76 0.9× 117 1.9× 54 738
Tian Qiu China 14 306 0.7× 197 0.7× 201 0.8× 46 0.6× 75 1.2× 66 652
Davide Vergni Italy 14 112 0.2× 82 0.3× 183 0.8× 78 1.0× 25 0.4× 60 591
Sylvie Méléard France 18 40 0.1× 191 0.7× 209 0.9× 72 0.9× 48 0.8× 45 806
Fernando F. Ferreira Brazil 13 119 0.3× 35 0.1× 96 0.4× 27 0.3× 22 0.3× 48 408
Xiong-Fei Jiang China 11 306 0.7× 150 0.5× 196 0.8× 24 0.3× 76 1.2× 39 489
Luis G. Moyano Spain 11 266 0.6× 162 0.6× 227 1.0× 33 0.4× 41 0.7× 34 479
J. Theodore Cox United States 22 47 0.1× 128 0.5× 372 1.6× 371 4.6× 106 1.7× 62 1.3k

Countries citing papers authored by Zoltán Eisler

Since Specialization
Citations

This map shows the geographic impact of Zoltán Eisler's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Zoltán Eisler with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Zoltán Eisler more than expected).

Fields of papers citing papers by Zoltán Eisler

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Zoltán Eisler. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Zoltán Eisler. The network helps show where Zoltán Eisler may publish in the future.

Co-authorship network of co-authors of Zoltán Eisler

This figure shows the co-authorship network connecting the top 25 collaborators of Zoltán Eisler. A scholar is included among the top collaborators of Zoltán Eisler based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Zoltán Eisler. Zoltán Eisler is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Benzaquen, Michael, et al.. (2020). Zooming In on Equity Factor Crowding. SSRN Electronic Journal. 3 indexed citations
2.
Benzaquen, Michael, Iacopo Mastromatteo, Zoltán Eisler, & J-P. Bouchaud. (2017). Dissecting cross-impact on stock markets: an empirical analysis. Journal of Statistical Mechanics Theory and Experiment. 2017(2). 23406–23406. 29 indexed citations
3.
Tóth, Bence, Zoltán Eisler, & Jean‐Philippe Bouchaud. (2016). The Square-Root Impace Law Also Holds for Option Markets. Wilmott. 2016(85). 70–73. 11 indexed citations
4.
Benzaquen, Michael, Iacopo Mastromatteo, & Zoltán Eisler. (2016). Dissecting Cross-Impact on Stock Markets: An Empirical Analysis. SSRN Electronic Journal. 3 indexed citations
5.
Tóth, Bence, et al.. (2012). How does the market react to your order flow?. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 22 indexed citations
6.
Tóth, Bence, Zoltán Eisler, Fabrizio Lillo, et al.. (2011). How Does the Market React to Your Order Flow?. SSRN Electronic Journal. 8 indexed citations
7.
Eisler, Zoltán, Jean‐Philippe Bouchaud, & Julien Kockelkoren. (2011). Models for the Impact of All Order Book Events. SSRN Electronic Journal. 4 indexed citations
8.
Eisler, Zoltán, János Kertész, Fabrizio Lillo, & Rosario N. Mantegna. (2009). Diffusive behavior and the modeling of characteristic times in limit order executions. Quantitative Finance. 9(5). 547–563. 12 indexed citations
9.
Eisler, Zoltán, Jean‐Philippe Bouchaud, & Julien Kockelkoren. (2009). The Price Impact of Order Book Events: Market Orders, Limit Orders and Cancellations. SSRN Electronic Journal. 36 indexed citations
10.
Eisler, Zoltán, I. Bartos, & János Kertész. (2008). Fluctuation scaling in complex systems: Taylor's law and beyond1. Advances In Physics. 57(1). 89–142. 220 indexed citations
11.
Eisler, Zoltán, Josep Maria Mata Perelló, & Jaume Masoliver. (2007). Volatility: A hidden Markov process in financial time series. Physical Review E. 76(5). 56105–56105. 14 indexed citations
12.
Eisler, Zoltán & János Kertész. (2007). Liquidity and the multiscaling properties of the volume traded on the stock market. Europhysics Letters (EPL). 77(2). 28001–28001. 36 indexed citations
13.
Eisler, Zoltán, János Kertész, Fabrizio Lillo, & Rosario N. Mantegna. (2007). Diffusive Behavior and the Modeling of Characteristic Times in Limit Order Executions. SSRN Electronic Journal.
14.
Eisler, Zoltán & János Kertész. (2007). The dynamics of traded value revisited. Physica A Statistical Mechanics and its Applications. 382(1). 66–72. 15 indexed citations
15.
Eisler, Zoltán, János Kertész, & Fabrizio Lillo. (2007). The limit order book on different time scales. Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE. 6601. 66010G–66010G. 6 indexed citations
16.
Eisler, Zoltán & János Kertész. (2006). Scaling theory of temporal correlations and size-dependent fluctuations in the traded value of stocks. Physical Review E. 73(4). 46109–46109. 55 indexed citations
17.
Eisler, Zoltán & János Kertész. (2006). Size matters: some stylized facts of the stock market revisited. The European Physical Journal B. 51(1). 145–154. 68 indexed citations
18.
Eisler, Zoltán & János Kertész. (2005). Random walks on complex networks with inhomogeneous impact. Physical Review E. 71(5). 57104–57104. 44 indexed citations
19.
Eisler, Zoltán, János Kertész, Soon‐Hyung Yook, & Albert-Ĺaszló Barabási. (2005). Multiscaling and non-universality in fluctuations of driven complex systems. Europhysics Letters (EPL). 69(4). 664–670. 51 indexed citations
20.
Eisler, Zoltán & János Kertész. (2004). Multifractal model of asset returns with leverage effect. Physica A Statistical Mechanics and its Applications. 343. 603–622. 45 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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