The non-random walk of stock prices: the long-term correlation between signs and sizes

✍ Scribed by G. La Spada; J. D. Farmer; F. Lillo

• Book ID: 111622657
• Publisher: Springer
• Year: 2008
• Tongue: English
• Weight: 301 KB
• Volume: 64
• Category: Article
• ISSN: 1434-6036
• DOI: 10.1140/epjb/e2008-00244-4