%0 Journal Article %1 Iori2003 %A Iori, G. %A Daniels, M. G. %A Farmer, J. D. %A Gillemot, L. %A Krishnamurthy, S. %A Smith, E. %D 2003 %J Physica A: Statistical Mechanics and its Applications %K Limit order trading %N 1-2 %P 146--151 %T An analysis of price impact function in order-driven markets %U http://www.sciencedirect.com/science/article/B6TVG-47K21PX-C/1/43a2d0daffd4f24cab52c9c7ea20e84c %V 324

@article{Iori2003, added-at = {2008-04-22T10:36:30.000+0200}, author = {Iori, G. and Daniels, M. G. and Farmer, J. D. and Gillemot, L. and Krishnamurthy, S. and Smith, E.}, biburl = {https://www.bibsonomy.org/bibtex/2e468ffb39a53737a2f4a065ea862daab/smicha}, day = 01, description = {Physica A}, interhash = {18021124978c9c64be2c93ed8b6206f1}, intrahash = {e468ffb39a53737a2f4a065ea862daab}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Limit order trading}, month = Jun, number = {1-2}, pages = {146--151}, timestamp = {2008-04-22T10:50:58.000+0200}, title = {An analysis of price impact function in order-driven markets}, url = {http://www.sciencedirect.com/science/article/B6TVG-47K21PX-C/1/43a2d0daffd4f24cab52c9c7ea20e84c}, volume = 324, year = 2003 }