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Exogenous and endogenous price jumps belong to different dynamical classes - MaRDI portal

Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079)

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scientific article; zbMATH DE number 7475140
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English
Exogenous and endogenous price jumps belong to different dynamical classes
scientific article; zbMATH DE number 7475140

    Statements

    title
    Exogenous and endogenous price jumps belong to different dynamical classes (English)
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    author
    Riccardo Marcaccioli
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    Jean-Philippe Bouchaud
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    Michael Benzaquen
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    publication date
    16 February 2022
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    zbMATH Keywords
    market microstructure
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    market impact
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    critical phenomena of socio-economic systems
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    quantitative finance
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    cites work
    Q4353479
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    Limit order books
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    Q2896166
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    Q4865042
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    Identifiers

    zbMATH DE Number
    7475140
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    OpenAlex ID
    W3175450624
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