1

What really causes large price changes?

Year:
2004
Language:
english
File:
PDF, 359 KB
english, 2004
3

Theory for long memory in supply and demand

Year:
2005
Language:
english
File:
PDF, 209 KB
english, 2005
4

An empirical behavioral model of liquidity and volatility

Year:
2008
Language:
english
File:
PDF, 438 KB
english, 2008