Anomalous price impact and the critical nature of liquidity in financial markets
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-05-24 (All new papers)
- NEP-CMP-2011-05-24 (Computational Economics)
- NEP-MST-2011-05-24 (Market Microstructure)
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