A, P., F, L., & RN, M. (2009). Market reaction to a bid-ask spread change: A power-law relaxation dynamics. Physical review. E, Statistical, nonlinear, and soft matter physics, 80(1 Pt 2), 016112. https://doi.org/10.1103/PhysRevE.80.016112
Chicago Style (17th ed.) CitationA, Ponzi, Lillo F, and Mantegna RN. "Market Reaction to a Bid-ask Spread Change: A Power-law Relaxation Dynamics." Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics 80, no. 1 Pt 2 (2009): 016112. https://doi.org/10.1103/PhysRevE.80.016112.
MLA (9th ed.) CitationA, Ponzi, et al. "Market Reaction to a Bid-ask Spread Change: A Power-law Relaxation Dynamics." Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics, vol. 80, no. 1 Pt 2, 2009, p. 016112, https://doi.org/10.1103/PhysRevE.80.016112.