How Markets Slowly Digest Changes in Supply and Demand

How Markets Slowly Digest Changes in Supply and Demand.


Type: book

Bouchaud, Jean-Philippe, J. Doyne Farmer, and Fabrizio Lillo. 'How Markets Slowly Digest Changes in Supply and Demand.' In Handbook of Financial Markets: Dynamics and Evolution, 57-156. Eds. Thorsten Hens and Klaus Schenk-Hoppe. Elsevier: Academic Press, 2008.


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