Acknowledgements - 6 Contents - 8 1. Introduction - 10 2. The power of patience: A behavioral regularity in limit order placement - 18 3. The predictive power of zero intelligence in financial markets - 30 4. Correlations and clustering in the trading of members of the London Stock Exchange - 68 5. Market imbalances and stock returns: heterogeneity of order sizes at the London Stock Exchange - 86 6. Conclusions - 106 Bibliography - 108 Samenvatting (Summary in Dutch) - 118
Ilija Zovko did his PhD research in large part at the Santa Fe Institute in New Mexico (USA) where he was a resident graduate fellow, and in part at the Center for Nonlinear Dynamics in Economics and Finance (CeNDEF) at the University of Amsterdam.
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