EPL

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

Published online: 01 December 2016

DOI: 10.1209/0295-5075/116/28006

Wen-Jie Xie

Ming-Xia Li

Hai-Chuan Xu

Wei Chen

Wei-Xing Zhou

H. Eugene Stanley

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