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

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Field	Value	Language
dc.contributor.author	Moro, E	en_US
dc.contributor.author	Vicente, J	en_US
dc.contributor.author	Moyano, LG	en_US
dc.contributor.author	Gerig, A	en_US
dc.contributor.author	Farmer, JD	en_US
dc.contributor.author	Vaglica, G	en_US
dc.contributor.author	Lillo, F	en_US
dc.contributor.author	Mantegna, RN	en_US
dc.date.issued	2009-12	en_US
dc.identifier.citation	PHYSICAL REVIEW E, 2009, 80 (6)	en_US
dc.identifier.issn	1539-3755	en_US
dc.identifier.uri	http://hdl.handle.net/10453/10301
dc.relation.ispartof	PHYSICAL REVIEW E	en_US
dc.relation.isbasedon	10.1103/PhysRevE.80.066102	en_US
dc.subject.classification	Fluids & Plasmas	en_US
dc.subject.mesh	Humans	en_US
dc.subject.mesh	Models, Statistical	en_US
dc.subject.mesh	Reproducibility of Results	en_US
dc.subject.mesh	Risk-Taking	en_US
dc.subject.mesh	Algorithms	en_US
dc.subject.mesh	Financial Management	en_US
dc.subject.mesh	Investments	en_US
dc.subject.mesh	London	en_US
dc.subject.mesh	Spain	en_US
dc.title	Market impact and trading profile of hidden orders in stock markets	en_US
dc.type	Journal Article
utslib.citation.volume	6	en_US
utslib.citation.volume	80	en_US
utslib.for	0105 Mathematical Physics	en_US
utslib.for	01 Mathematical Sciences	en_US
utslib.for	02 Physical Sciences	en_US
utslib.for	09 Engineering	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.issue	6	en_US
pubs.publication-status	Published	en_US
pubs.volume	80	en_US

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