Statistical properties of demand fluctuation in the financial market

Quantitative Finance

Volumn 5, Issue 6, 2005, Pages 513-517

  Matia, Kaushik ^a   Yamasaki, Kazuko ^a,b  

^a USA   (United States)

^b TOKYO UNIVERSITY OF INFORMATION SCIENCES   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644914520     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500397524     Document Type: Review

References (3)

1. Plerou, V., Gopikrishnan, P. and Stanley, H.E., Nature, 2003, 421, 130.
2. Gabaix, X., Gopikrishnan, P., Plerou, V. and Stanley, H.E., Nature, 2003, 423, 267.
3. Potters, M. and Bouchaud, J.P., preprint cond-mat/0304514, 2003.