EPJ

Mechanical vs. informational components of price impact

J. Doyne Farmer and N. Zamani

Eur. Phys. J. B, 55 2 (2007) 189-200

Published online: 25 October 2006

DOI: 10.1140/epjb/e2006-00384-5

J. Doyne Farmer

N. Zamani

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