Browsing byAuthorFarmer, JD
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
- | 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 |