1

What really causes large price changes?

Year:
2004
Language:
english
File:
PDF, 359 KB
english, 2004
2

There's more to volatility than volume

Year:
2006
Language:
english
File:
PDF, 330 KB
english, 2006
3

Statistical theory of the continuous double auction

Year:
2003
Language:
english
File:
PDF, 723 KB
english, 2003