Market reaction to a bid-ask spread change: a power-law relaxation dynamics.
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| Title: | Market reaction to a bid-ask spread change: a power-law relaxation dynamics. |
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| Authors: | Ponzi A; INFM-CNR, Unità di Palermo, I-90128 Palermo, Italy., Lillo F, Mantegna RN |
| Source: | Physical review. E, Statistical, nonlinear, and soft matter physics [Phys Rev E Stat Nonlin Soft Matter Phys] 2009 Jul; Vol. 80 (1 Pt 2), pp. 016112. Date of Electronic Publication: 2009 Jul 16. |
| Publication Type: | Journal Article; Research Support, Non-U.S. Gov't |
| Journal Info: | Publisher: American Physical Society Country of Publication: United States NLM ID: 101136452 Publication Model: Print-Electronic Cited Medium: Print ISSN: 1539-3755 (Print) Linking ISSN: 15393755 NLM ISO Abbreviation: Phys Rev E Stat Nonlin Soft Matter Phys Subsets: PubMed not MEDLINE |
| Database: | MEDLINE Ultimate |
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