ISSN:
1476-4687
Source:
Nature Archives 1869 - 2009
Topics:
Biology
,
Chemistry and Pharmacology
,
Medicine
,
Natural Sciences in General
,
Physics
Notes:
[Auszug] The price reaction to a single transaction depends on transaction volume, the identity of the stock, and possibly many other factors. Here we show that, by taking into account the differences in liquidity for stocks of different size classes of market capitalization, we can rescale both the ...
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1038/421129a
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