Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?

Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?

Show other versions (2)

Bibliographic Details
Main Authors:	Farmer, J, Gerig, A, Lillo, F, Mike, S
Format:	Journal article
Published:	2006

Market Efficiency and the Long-Memory of Supply
and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary

Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary by Gerig, A, Farmer, J, Lillo, F, Mike, S

Published 2006

Journal article

Market efficiency and the long-memory of supply and demand: Is price
impact variable and permanent or fixed and temporary?

Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary? by Farmer, J, Gerig, A, Lillo, F, Mike, S

Published 2006

Journal article