Random walks, liquidity molasses and critical response in financial markets
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DOI: 10.1080/14697680500397623
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- Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters, 2004. "Random walks, liquidity molasses and critical response in financial markets," Science & Finance (CFM) working paper archive 500063, Science & Finance, Capital Fund Management.
- J. -P. Bouchaud & J. Kockelkoren & M. Potters, 2004. "Random walks, liquidity molasses and critical response in financial markets," Papers cond-mat/0406224, arXiv.org, revised Jun 2004.
References listed on IDEAS
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JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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