{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,11]],"date-time":"2026-04-11T08:38:35Z","timestamp":1775896715812,"version":"3.50.1"},"reference-count":26,"publisher":"IEEE","license":[{"start":{"date-parts":[[2019,5,1]],"date-time":"2019-05-01T00:00:00Z","timestamp":1556668800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"},{"start":{"date-parts":[[2019,5,1]],"date-time":"2019-05-01T00:00:00Z","timestamp":1556668800000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2019,5,1]],"date-time":"2019-05-01T00:00:00Z","timestamp":1556668800000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2019,5]]},"DOI":"10.1109\/cifer.2019.8759129","type":"proceedings-article","created":{"date-parts":[[2019,7,11]],"date-time":"2019-07-11T20:20:20Z","timestamp":1562876420000},"page":"1-8","source":"Crossref","is-referenced-by-count":1,"title":["Flows of information have changed: Do financial markets remain efficient ?"],"prefix":"10.1109","author":[{"given":"David Batista","family":"Soares","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Alain","family":"Bretto","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Joel","family":"Priolon","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref10","first-page":"10","article-title":"Order Book Visualization","volume":"87","author":"galanos","year":"2017","journal-title":"Wilmott Magazine"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1016\/j.finmar.2004.11.001"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1090.0780"},{"key":"ref13","first-page":"519","article-title":"The use of knowledge in society","volume":"35","author":"hayek","year":"1945","journal-title":"The American Economic Review"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1109\/CIFEr.2012.6327773"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2012.09.010"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-4371(02)01200-1"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2006.07.029"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-1949-9"},{"key":"ref19","year":"2002","journal-title":"Algebra"},{"key":"ref4","doi-asserted-by":"crossref","first-page":"4126","DOI":"10.1016\/j.physa.2009.06.025","article-title":"Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents","author":"schutz","year":"2009","journal-title":"Physica A"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfineco.2015.01.003"},{"key":"ref6","first-page":"1583","article-title":"Efficient Capital Markets and Martingales","volume":"xxvii","author":"leroy","year":"1989","journal-title":"Journal of Economic Literature"},{"key":"ref5","doi-asserted-by":"crossref","first-page":"21006?1","DOI":"10.1103\/PhysRevX.1.021006","article-title":"Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets","volume":"1","author":"t\u00f3th","year":"2011","journal-title":"Physical Review X"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1257\/00028280260136363"},{"key":"ref7","doi-asserted-by":"crossref","first-page":"1750007","DOI":"10.1142\/S0219525917500072","article-title":"Market Fluctuations explained by Dividends and Investor Networks","volume":"20","author":"oldham","year":"2017","journal-title":"Advances in Complex Systems"},{"key":"ref2","first-page":"1575","article-title":"Efficient capital markets II","year":"1991","journal-title":"Journal of Finance"},{"key":"ref9","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1137\/110856605","article-title":"Price Dynamics in a Markovian Limit Order Market","volume":"1","author":"cont","year":"2013","journal-title":"SIAM Journal of Financial Mathematics"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.2307\/2325486"},{"key":"ref20","author":"rudin","year":"1987","journal-title":"Real and Complex Analysis"},{"key":"ref22","first-page":"425","article-title":"A Theory of Market Equilibrium under Conditions of Risk","volume":"19","author":"sharpe","year":"1964","journal-title":"The Journal of Finance"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-56999-9"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0297.00499"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00393"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.2307\/1913232"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1016\/j.jet.2012.05.003"}],"event":{"name":"2019 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)","location":"Shenzhen, China","start":{"date-parts":[[2019,5,4]]},"end":{"date-parts":[[2019,5,5]]}},"container-title":["2019 IEEE Conference on Computational Intelligence for Financial Engineering &amp; Economics (CIFEr)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/8753112\/8759054\/08759129.pdf?arnumber=8759129","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,7,14]],"date-time":"2022-07-14T23:09:56Z","timestamp":1657840196000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/8759129\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,5]]},"references-count":26,"URL":"https:\/\/doi.org\/10.1109\/cifer.2019.8759129","relation":{},"subject":[],"published":{"date-parts":[[2019,5]]}}}