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Price fluctuations and market activity

Physica A: Statistical Mechanics and its Applications, 299(1-2): 137--143, 2001.
Authors: P. Gopikrishnan and V. Plerou and X. Gabaix and L. A. N. Amaral and H. E. Stanley
URL: http://www.sciencedirect.com/science/article/B6TVG-447MXW6-N/1/47f0a503a67203ab2423b964f213299f
Description: Physica A
Tags: Anomalous diffusion
| URL | BibTeX  
@article{Gopikrishnan2001,
title = {Price fluctuations and market activity},
author = {P. Gopikrishnan and V. Plerou and X. Gabaix and L. A. N. Amaral and H. E. Stanley},
day = {01},
journal = {Physica A: Statistical Mechanics and its Applications},
month = {Oct},
number = {1-2},
pages = {137--143},
url = {http://www.sciencedirect.com/science/article/B6TVG-447MXW6-N/1/47f0a503a67203ab2423b964f213299f},
volume = {299},
year = {2001},
description = {Physica A},
keywords = {Anomalous diffusion }
}