The demise of constant price impact functions and single-time step models of speculation

Physica A: Statistical Mechanics and its Applications

Volumn 382, Issue 1, 2007, Pages 29-35

  Challet, Damien ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Arbitrage; Constant price impact functions; Financial market; Paradox

Indexed keywords

ECOLOGY; INFORMATION ANALYSIS; MARKETING;

ARBITRAGE; IMPACT FUNCTIONS; POSITION OPENING; SYMMETRIC PRICE;

COST ACCOUNTING;

EID: 34249827867     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.03.049     Document Type: Article

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