Pages that link to "Item:Q5475308"

The following pages link to Large stock price changes: volume or liquidity? (Q5475308):

Displaying 17 items.

• Liquidity risk, price impacts and the replication problem (Q483927) (← links)
• Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
• Stylized facts of price gaps in limit order books (Q508284) (← links)
• Studies of the limit order book around large price changes (Q977768) (← links)
• Interacting gaps model, dynamics of order book, and stock-market fluctuations (Q978792) (← links)
• Statistical regularities in the return intervals of volatility (Q978840) (← links)
• Mechanical vs. informational components of price impact (Q978856) (← links)
• A multi agent model for the limit order book dynamics (Q1938091) (← links)
• Did long-memory of liquidity signal the European sovereign debt crisis? (Q2288945) (← links)
• Heavy tailed distributions in closing auctions (Q2669415) (← links)
• How efficiency shapes market impact (Q2871427) (← links)
• Short-term market reaction after extreme price changes of liquid stocks (Q3437383) (← links)
• On the origin of power-law tails in price fluctuations (Q4647591) (← links)
• Nonlinear Correlation Analysis of Time Series Based on Complex Network Similarity (Q5148878) (← links)
• Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? (Q5484635) (← links)
• Random walks, liquidity molasses and critical response in financial markets (Q5484636) (← links)
• Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)