What really causes large price changes?

Quantitative Finance 2004 / 8 Vol. 4; Iss. 4

What really causes large price changes?

Doyne Farmer, J., Gillemot, László, Lillo, Fabrizio, Mike, Szabolcs, Sen, Anindya
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Volume:
4
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680400008627
Date:
August, 2004
File:
PDF, 359 KB
english, 2004
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