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Single Curve Collapse of the Price Impact Function for the New York Stock Exchange

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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17 Jul 02

Citation:

Lillo, F., J. D. Farmer, and R. Mantegna. 'Single Curve Collapse of the Price Impact Function for the New York Stock Exchange.'

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Single Curve Collapse of the Price Impact Function for the New York Stock Exchange

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