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Browsing byAuthorGerig, A
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Showing results 4 to 8 of 8
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Issue Date
Title
Author(s)
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Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary?
Farmer, JD
;
Gerig, A
;
Lillo, F
;
Mike, S
2009-12
Market impact and trading profile of hidden orders in stock markets
Moro, E
;
Vicente, J
;
Moyano, LG
;
Gerig, A
;
Farmer, JD
;
Vaglica, G
;
Lillo, F
;
Mantegna, RN
2009-12
Model for non-Gaussian intraday stock returns.
Gerig, A
;
Vicente, J
;
Fuentes, MA
2009-12-23
Universal behavior of extreme price movements in stock markets.
Fuentes, MA
;
Gerig, A
;
Vicente, J
2011-01
Universal laws and economic phenomena
Gerig, A