Citation:
Market Impact and Trading Profile of Hidden Orders in Stock Markets. E. Moro, J. Vicente, L. G. Moyano, A. Gerig, J. D. Farmer, G. Vaglica, F. Lillo, and R. N. Mantegna, (2009), Phys. Rev. E, 80, 066102.
Market Impact and Trading Profile of Hidden Orders in Stock Markets. E. Moro, J. Vicente, L. G. Moyano, A. Gerig, J. D. Farmer, G. Vaglica, F. Lillo, and R. N. Mantegna, (2009), Phys. Rev. E, 80, 066102.