%0 Journal Article %1 Farmer2004a %A Farmer, J. Doyne %A Gillemot, LÁszlÓ %A Lillo, Fabrizio %A Mike, Szabolcs %A Sen, Anindya %D 2004 %I Routledge %J Quantitative Finance %K imported %N 4 %P 383--397 %T What really causes large price changes? %U http://www.informaworld.com/10.1080/14697680400008627 %V 4

@article{Farmer2004a, added-at = {2008-04-23T19:09:19.000+0200}, author = {Farmer, J. Doyne and Gillemot, L{\'A}szl{\'O} and Lillo, Fabrizio and Mike, Szabolcs and Sen, Anindya}, biburl = {https://www.bibsonomy.org/bibtex/21334769a2964e1dee3aaa4fc830e15f0/smicha}, interhash = {5f73123384a50b9156f9c3c94732d4e0}, intrahash = {1334769a2964e1dee3aaa4fc830e15f0}, issn = {1469-7688}, journal = {Quantitative Finance}, keywords = {imported}, number = 4, pages = {383--397}, publisher = {Routledge}, timestamp = {2008-04-23T19:09:28.000+0200}, title = {What really causes large price changes?}, url = {http://www.informaworld.com/10.1080/14697680400008627}, volume = 4, year = 2004 }