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An analysis of price impact function in order-driven markets

✍ Scribed by G. Iori; M.G. Daniels; J.D. Farmer; L. Gillemot; S. Krishnamurthy; E. Smith

Book ID
108451328
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
151 KB
Volume
324
Category
Article
ISSN
0378-4371

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