Order book approach to price impact
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Publication:3375377
DOI10.1080/14697680500244411zbMath1134.91379arXivcond-mat/0311457OpenAlexW2153904170MaRDI QIDQ3375377
Publication date: 8 March 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0311457
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