Studies of the limit order book around large price changes
Year of publication: |
2009
|
---|---|
Authors: | Tóth, B. ; Kertész, J. ; Farmer, J. D. |
Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 71.2009, 4, p. 499-510
|
Publisher: |
Springer |
Subject: | 89.65.Gh Economics | econophysics | financial markets | business and management |
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