Slow Decay of Impact in Equity Markets

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SSRN Electronic Journal 2014

Slow Decay of Impact in Equity Markets

Brokmann, Xavier, SSrii, Emmanuel, Kockelkoren, Julien, Bouchaud, Jean-Philippe
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2471528
File:
PDF, 334 KB
english, 2014
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