Demand Storage, Market Liquidity, and Price Volatility
Year of publication: |
2002-01
|
---|---|
Authors: | Daniels, Marcus G. ; Farmer, J. Doyne ; Iori, Giulia ; Smith, Eric |
Institutions: | Santa Fe Institute |
Subject: | Financial markets | price formation | volatility | liquidity | master equation | random process | limit orders | dimensional analysis |
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