What really causes large price changes?
We study the cause of large fluctuations in prices on the London Stock Exchange. This is done at the microscopic level of individual events, where an event is the placement or c...
Publications
1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 283
- Institution
- Budapest University of Technology and Economics
External Links
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.