Publications

Filtered Results: 2 found

Dec 2009
Journal
Market Impact and Trading Profile of Hidden Orders in Stock Markets
Austin Gerig, Javier Vicente, Esteban Moro, Luis G. Moyano, J. Doyne Farmer, Gabriella Vaglica, Fabrizio Lillo, Rosario N. Mantegna
Jul 2002
Journal
Single Curve Collapse of the Price Impact Function for the New York Stock Exchange
J. Doyne Farmer, Fabrizio Lillo, Rosario N. Mantegna