Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary?

Fabrizio Lillo, Austin Gerig, J. Doyne Farmer, Fabrizio Lillo, Szabolcs Mike

Risultato della ricerca: Articlepeer review

50 Citazioni (Scopus)

Fingerprint Entra nei temi di ricerca di 'Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary?'. Insieme formano una fingerprint unica.

Business & Economics