Agent-specific impact of single trades in financial markets

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 85, Issue 3, 2012, Pages

  Bladon, Alex J ^a   Moro, Esteban ^b,c   Galla, Tobias ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^c UNIVERSIDAD AUTÓNOMA DE MADRID   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

COMPLEX INTERACTION; FINANCIAL MARKET; IMPACT DYNAMICS; MARKET DYNAMICS; MARKET IMPACTS; MARKET PARTICIPANTS; MARKET RESPONSE; PRICE IMPACTS; STOCK MARKET; TIME-DEPENDENT;

DYNAMICS; FINANCE;

COMMERCE;

EID: 84858260324     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.85.036103     Document Type: Article

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