Market reaction to a bid-ask spread change: A power-law relaxation dynamics

Published 2009 View Full Article

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Title
Market reaction to a bid-ask spread change: A power-law relaxation dynamics
Authors
Keywords
-
Journal
PHYSICAL REVIEW E
Volume 80, Issue 1, Pages -
Publisher
American Physical Society (APS)
Online
2009-07-17
DOI
10.1103/physreve.80.016112
References
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