Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary

Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary.


Type: journal

Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary. J. D. Farmer, A. Gerig, F. Lillo, and S. Mike, (2006), Quant. Finance, 6(2), 107-112.


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