Terra Cognita

Fluctuations and response in financial markets: the subtle nature of `random' price changes

Licence unknown link only — licence forbids redistribution arxiv

Jean-Philippe Bouchaud (CEA, CFM), Yuval Gefen (Weizmann), Marc Potters (CFM), Matthieu Wyart (CEA)

arXiv preprint (cond-mat.stat-mech, q-fin.TR).

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