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

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

Publisher: Edp Sciences

E-ISSN: 1286-4854|116|2|28006-28006

ISSN: 0295-5075

Source: EPL (EUROPHYSICS LETTERS), Vol.116, Iss.2, 2016-12, pp. : 28006-28006

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Abstract