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Quantifying immediate price impact of trades based on the k-shell decomposition of stock trading networks

Wen-Jie Xie, Ming-Xia Li, Hai-Chuan Xu, Wei Chen, Wei-Xing Zhou and H. Eugene Stanley

EPL, 116 2 (2016) 28006

DOI: https://doi.org/10.1209/0295-5075/116/28006

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