Quantifying stock-price response to demand fluctuations.

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Published in Phys Rev E Stat Nonlin Soft Matter Phys on August 26, 2002

Authors

Vasiliki Plerou1, Parameswaran Gopikrishnan, Xavier Gabaix, H Eugene Stanley

Author Affiliations

1: Center for Polymer Studies and Department of Physics, Boston University, Boston, Massachusetts 02215, USA.

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