Madrid / Santa Fe / Spanish / Palermo / Boston / Roma / London / L.A. / /
Company
Barclays Bank / Spanish Stock Exchange / Oxford University Press / New York Stock Exchange / BARRA Inc. / London Stock Exchange / /
Country
Italy / United States / Australia / Spain / /
Currency
AFN / /
Facility
Santa Fe Institute / University of Illinois / University of Technology / /
IndustryTerm
power law fits2 / power-law fits / power law / /
MarketIndex
BARRA / ASX / /
Organization
National Science Foundation / National Academy of Sciences / University of Technology / Sydney / School of Finance and Economics / American Management Association / University of Illinois / Instituto de Ciencias Matem´ / Santa Fe Institute / Oxford University / /
Person
P. Patelli / Henri Waelbroeck / I. Zovko / E. Moro / N. Zamani / A. Gerig / Bence Toth / H. Waelbroeck / R. Mantegna / G. Vaglica / Bill Miller / F. Lillo / J. D. Farmer / Carlos III / P. Gopikrishnan / V / R. N. Mantegna / J.P. Bouchaud / Stanley / /
Position
Farmer / broker / Farmer and R. N. / same broker / trader / /
ProgrammingLanguage
FL / MATHEMATICA / /
ProvinceOrState
Illinois / New Mexico / Florida / /
PublishedMedium
Journal of Finance / Review of Financial Studies / New Journal of Physics / Physica A / Journal of Political Economy / Proceedings of the National Academy of Sciences / /
Market impact and trading profile of large trading orders in stock markets Esteban Moro,1, 2 Javier Vicente,3 Luis G. Moyano,2 Austin Gerig,4, 3 J. Doyne Farmer,3, 5 Gabriella Vaglica,6 Fabrizio Lillo,3, 6, 7 and Rosario