Time-reversal asymmetry in financial systems
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- Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou & H Eugene Stanley, 2016. "Limit-order book resiliency after effective market orders: Spread, depth and intensity," Papers 1602.00731, arXiv.org, revised Feb 2017.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-08-10 (All new papers)
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