Universal price impact functions of individual trades in an orderdriven market

Universalpriceimpactfunctionsofindividualtradesinanorder-drivenmarket，周炜星，，Thetradesize$\\\\\\\\omega$hasdirectimpactonthepriceofstocktraded.EconophysicalanalysesoftransactiondataintheUSandAustralianstockmarketshaveuncoveredmark