#Agents #Complexity #Finance #Stock Market #Market Impact Agent-specific impact of single trades in financial markets Authors: Alex Bladon, Esteban Moro y Tobias Galla Journal: Physical Review E 85, 036103 (2012) LINK | arXiv ...
#Agents #Stock Market #Market Impact #Finance Market impact and trading profile of large trading orders in stock markets Authors: Esteban Moro, Javier Vicente, Luis G. Moyano, Austin Gerig, J. Doyne Farmer, Gabriella Vaglica, Fabrizio Lillo and Rosario N. Mantegna Journal: Phys. Rev. E 80, 066102 (2009) LINK | arXiv ...