Single Curve Collapse of the Price Impact Function for the New York Stock Exchange

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    mailto:mantegna@unipa.itmailto:jdf@santafe.edumailto:lillo@lagash.dft.unipa.ithttp://arxiv.org/abs/cond-mat/0207428v1
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    http://xxx.lanl.gov/cond-mat/0112422http://xxx.lanl.gov/cond-mat/0106657