What really causes large price changes?

Quantitative Finance

Volumn 4, Issue 4, 2004, Pages 383-397

  Farmer, J Doyne ^a   Gillemot, László ^a,b   Lillo, Fabrizio ^a,c   Mike, Szaboles ^a,b   Sen, Anindya ^a,d  

^a SANTA FE INSTITUTE   (United States)

^b BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^c UNIVERSITY OF PALERMO   (Italy)

^d UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 11344278911     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680400008627     Document Type: Article

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