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Quantifying Wikipedia Usage Patterns Before Stock Market MovesQuantifying trading behavior in financial markets using Google TrendsQuantifying the semantics of search behavior before stock market movesComplex dynamics of our economic life on different scales: insights from search engine query dataCan Google Trends search queries contribute to risk diversification?Statistical properties and pre-hit dynamics of price limit hits in the Chinese stock marketsCollective attention and stock prices: evidence from Google Trends data on Standard and Poor's 100Scaling and data collapse for the mean exit time of asset prices.Impact of stock market structure on intertrade time and price dynamics.The predictive power of zero intelligence in financial markets.Switching processes in financial markets.Synchrony in broadband fluctuation and the 2008 financial crisisPredicting Market Impact Costs Using Nonparametric Machine Learning ModelsA Financial Market Model Incorporating Herd Behaviour.The subtle nature of financial random walks.Memory effects in stock price dynamics: evidences of technical tradingCascades on a stochastic pulse-coupled network.Contrarian behavior in a complex adaptive system.Model for interevent times with long tails and multifractality in human communications: an application to financial trading.Asymmetric statistics of order books: the role of discreteness and evidence for strategic order placement.Scaling laws of strategic behavior and size heterogeneity in agent dynamics.Agent-specific impact of single trades in financial markets.Universal scaling and nonlinearity of aggregate price impact in financial markets.Financial Brownian particle in the layered order-book fluid and fluctuation-dissipation relations.Recurrence interval analysis of trading volumes.Market impact and trading profile of hidden orders in stock markets.Statistical theory of the continuous double auctionBridging stylized facts in finance and data non-stationaritiesCommon scaling patterns in intertrade times of U. S. stocksEconophysics — complex correlations and trend switchings in financial time seriesTRADING WITH SMALL PRICE IMPACTPerformance-weighted ensembles of random forests for predicting price impact
P2860
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P2860
description
article publié dans la revue scientifique Nature
@fr
scientific article published in Nature
@en
wetenschappelijk artikel
@nl
наукова стаття, опублікована в Nature в січні 2003
@uk
name
Master curve for price-impact function
@en
Master curve for price-impact function
@nl
type
label
Master curve for price-impact function
@en
Master curve for price-impact function
@nl
prefLabel
Master curve for price-impact function
@en
Master curve for price-impact function
@nl
P356
P1433
P1476
Econophysics: Master curve for price-impact function
@en
P2093
Fabrizio Lillo
P2888
P304
P356
10.1038/421129A
P407
P577
2003-01-01T00:00:00Z
P6179
1045941517