Market impact and trading profile of hidden orders in stock...

Physical Review E 2009 / 12 Vol. 80; Iss. 6

Market impact and trading profile of hidden orders in stock markets

Moro, Esteban, Vicente, Javier, Moyano, Luis G., Gerig, Austin, Farmer, J. Doyne, Vaglica, Gabriella, Lillo, Fabrizio, Mantegna, Rosario N.
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Volume:
80
Language:
english
Journal:
Physical Review E
DOI:
10.1103/physreve.80.066102
Date:
December, 2009
File:
PDF, 331 KB
english, 2009
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