The following pages link to Bence Tóth (Q1623996):
Displayed 8 items.
- (Q977766) (redirect page) (← links)
- Studies of the limit order book around large price changes (Q977768) (← links)
- Why is equity order flow so persistent? (Q1623998) (← links)
- The Epps effect revisited (Q3650961) (← links)
- Linear models for the impact of order flow on prices. I. History dependent impact models (Q4554471) (← links)
- Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model (Q4554472) (← links)
- A stationary Kyle setup: microfounding propagator models (Q4992316) (← links)
- Do fundamentals shape the price response? A critical assessment of linear impact models (Q6158379) (← links)