Yuval Gefen

Weizmann Institute of Science - Condensed Matter Physics Department

234 Herzl Street

Rehovot, 76100

Israel

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Scholarly Papers (1)

1.

Fluctuations and Response in Financial Markets: The Subtle Nature of 'Random' Price Changes

Number of pages: 26 Posted: 27 Feb 2004
Capital Fund Management, Weizmann Institute of Science - Condensed Matter Physics Department, Capital Fund Management and Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Downloads 924 (23,727)

Abstract:

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Financial markets, order book, market microstructure