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Mechanical vs. Informational Components of Price Impact

Name: The Institute for New Economic Thinking at the Oxford Martin School
Address: Eagle House, Walton Well Road, Oxford, Oxfordshire, OX2 6ED, UK
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01 Jan 07

Citation:

Farmer, J. D., and N. Zamani.  'Mechanical vs. Informational Components of Price Impact.'  Eur. Phys. J. B 55 (2) (2007): 189-200.

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Mechanical vs. Informational Components of Price Impact

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