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Trades, Quotes and Prices (Financial Markets Under the Microscope) || Impact Dynamics in a Continuous-Time Double Auction
Bouchaud, Jean-Philippe, Bonart, Julius, Donier, Jonathan, Gould, MartinVolume:
10.1017/97
Year:
2018
Language:
english
DOI:
10.1017/9781316659335.028
File:
PDF, 237 KB
english, 2018