EPJ

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

G. La Spada, J. D. Farmer and F. Lillo

Eur. Phys. J. B, 64 3-4 (2008) 607-614

Published online: 25 June 2008

DOI: 10.1140/epjb/e2008-00244-4

G. La Spada

J. D. Farmer

F. Lillo

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