How efficiency shapes market impact
نویسندگان
چکیده
منابع مشابه
How efficiency shapes market impact
J. Doyne Farmer, 2 Austin Gerig, 1 Fabrizio Lillo, 4 and Henri Waelbroeck 1Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM 87501 2LUISS Guido Carli, Viale Pola 12, 00198, Roma, Italy 3School of Finance and Economics, University of Technology, Sydney, Broadway, New South Wales 2007, Australia 4Dipartimento di Fisica e Tecnologie Relative, viale delle Scienze I-90128, Palermo, Italy 5Pipeli...
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ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2013
ISSN: 1469-7688,1469-7696
DOI: 10.1080/14697688.2013.848464