Documents 0210475.pdf

ar X iv :c on d- m at /0 21 04 75 v1 [ co nd -m at. sta t-m ec h] 2 2 O ct 20 02 Statistical theory of the continuous double auction Eric Smith∗,1 J. Doyne Farmer†,1…

Documents 1 China-EU Summer School on Complexity Sciences Universal price impact functions of individual...

Slide 1 1 China-EU Summer School on Complexity Sciences Universal price impact functions of individual trades in an order-driven market Wei-Xing ZHOU East China University…

Documents Theory of Double Auctions

Statistical theory of the continuous double auction Eric Smith∗ ,1 J. Doyne Farmer† ,1 L´ aszl´ o Gillemot,1 and Supriya Krishnamurthy1 1 Santa Fe Institute, 1399 Hyde…