More statistical properties of order books and price impact
- 1 June 2003
- journal article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 324 (1-2) , 133-140
- https://doi.org/10.1016/s0378-4371(02)01896-4
Abstract
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This publication has 14 references indexed in Scilit:
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