Order book approach to price impact (Q3375377): Difference between revisions
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| Property / arXiv ID: cond-mat/0311457 / rank | |||
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| Property / cites work: Analyzing and modeling 1+1d markets / rank | |||
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| Property / cites work: Price fluctuations from the order book perspective - empirical facts and a simple model / rank | |||
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| Property / cites work: More statistical properties of order books and price impact / rank | |||
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Latest revision as of 11:50, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order book approach to price impact |
scientific article |
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Order book approach to price impact (English)
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8 March 2006
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order book
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price impact
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resiliency
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liquidity
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