Short-term market reaction after extreme price changes of liquid stocks (Q3437383): Difference between revisions

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+cond-mat/0406696
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+Limit order market analysis and modelling: on a universal cause for over-diffusive prices
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+Institutional Investors and Stock Market Volatility
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+Price fluctuations from the order book perspective - empirical facts and a simple model
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+More statistical properties of order books and price impact
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+Large stock price changes: volume or liquidity?
@@ Property / cites work: Large stock price changes: volume or liquidity? / rank @@
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+Price drops, fluctuations, and correlation in a multi-agent model of stock markets
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