Market impact and trading profile of hidden orders in stock markets
- Publication Type:
- Journal Article
- Citation:
- PHYSICAL REVIEW E, 2009, 80 (6)
- Issue Date:
- 2009-12
Closed Access
Filename | Description | Size | |||
---|---|---|---|---|---|
2008008635OK.pdf | 344.25 kB | Adobe PDF |
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Full metadata record
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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