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Financial Knudsen Number: Breakdown of Continuous Price Dynamics and Asymmetric Buy and Sell Structures Confirmed by High Precision Order Book Information

Financial Knudsen Number: Breakdown of Continuous Price Dynamics and Asymmetric Buy and Sell Structures Confirmed by High Precision Order Book Information

AutorD. Sornette, H. Takayasu, M. Takayasu, and Y. Yura
JournalPhysical Review E
Datum1. Jan. 2015
KategorieAcademic Publications
Volumevol. 92 (4), No. 042811, pp 1-12

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