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Physica A–578 www.elsevier.com/locate/physa Simple model of a limit order-driven market Sergei Maslov
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Document Date: 2010-11-01 15:42:14

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City

Upton / L.A. / /

Company

Elsevier Science B.V. / Cambridge University Press / New York Stock Exchange / Brookhaven National Laboratory / Australian Stock Exchange / Olsen & Associates / /

Currency

USD / /

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IndustryTerm

power-law crossover / steeper power law / power-law exponent / Power law ts / similar power law / power law exponents / power law / power law regions / oil / power-law tail / /

MarketIndex

S&P 500 / ASX / /

Organization

Institut de Physique Th / Cambridge University / US Department of Energy Division of Material Science / /

Person

E. Stanley / Sergei Maslov / /

Position

author / trader / individual trader / /

ProvinceOrState

New York / /

PublishedMedium

Physica A / /

Technology

http / html / /

URL

www.elsevier.com/locate/physa / www.science- / www.nyse.com=marketinfo=marketinfo.html / www.af.ecel.uwa.edu.au=acc / www.olsen.ch=library=research=oa / /

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