Pages that link to "Item:Q5484635"
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The following pages link to Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? (Q5484635):
Displaying 18 items.
- Exploring the dynamics of financial markets: from stock prices to strategy returns (Q508286) (← links)
- The non-random walk of stock prices: the long-term correlation between signs and sizes (Q978611) (← links)
- Mechanical vs. informational components of price impact (Q978856) (← links)
- Why is equity order flow so persistent? (Q1623998) (← links)
- Particle-scale modelling of financial price dynamics (Q2005013) (← links)
- A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
- No-dynamic-arbitrage and market impact (Q2786278) (← links)
- A MATHEMATICAL APPROACH TO ORDER BOOK MODELING (Q2853371) (← links)
- How efficiency shapes market impact (Q2871427) (← links)
- The price impact of order book events: market orders, limit orders and cancellations (Q2873559) (← links)
- The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (Q2889582) (← links)
- Optimal Execution in a Market with Small Investors (Q3063873) (← links)
- Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924) (← links)
- Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138) (← links)
- Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (Q4683095) (← links)
- The inelastic market hypothesis: a microstructural interpretation (Q5041659) (← links)
- Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)
- Do fundamentals shape the price response? A critical assessment of linear impact models (Q6158379) (← links)