Price fluctuations from the order book...

Price fluctuations from the order book perspective—empirical facts and a simple model

Sergei Maslov, Mark Mills
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Volume:
299
Year:
2001
Language:
english
Pages:
13
DOI:
10.1016/s0378-4371(01)00301-6
File:
PDF, 202 KB
english, 2001
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