Mechanical vs. informational components of price impact

European Physical Journal B

Volumn 55, Issue 2, 2007, Pages 189-200

  Doyne Farmer, J ^a   Zamani, N ^a,b  

^a SANTA FE INSTITUTE   (United States)

^b UNIVERSITY OF SYDNEY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

INFORMATIONAL COMPONENTS; MECHANICAL IMPACTS; PRICE IMPACTS; STOCK EXCHANGE;

DECISION MAKING; INFORMATION ANALYSIS; INVENTORY CONTROL; MARKETING;

INDUSTRIAL ECONOMICS;

EID: 33847257455     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2006-00384-5     Document Type: Article

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