Media type: E-Article Title: Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process Contributor: Daniels, Marcus G.; Farmer, J. Doyne; Gillemot, László; Iori, Giulia; Smith, Eric imprint: American Physical Society (APS), 2003 Published in: Physical Review Letters Language: English DOI: 10.1103/physrevlett.90.108102 ISSN: 0031-9007; 1079-7114 Keywords: General Physics and Astronomy Origination: Footnote: