Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?
| Year of publication: |
2006
|
|---|---|
| Authors: | Farmer, J. Doyne ; Gerig, Austin ; Lillo, Fabrizio ; Mike, Szabolcs |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 6.2006, 2, p. 107-112
|
| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005462692