Mechanical vs. informational components of price impact (Q978856): Difference between revisions
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| Property / cites work: More statistical properties of order books and price impact / rank | |||
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| Property / cites work: Random walks, liquidity molasses and critical response in financial markets / rank | |||
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| Property / cites work: Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? / rank | |||
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| Property / cites work: Large stock price changes: volume or liquidity? / rank | |||
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Latest revision as of 23:27, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mechanical vs. informational components of price impact |
scientific article |
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Mechanical vs. informational components of price impact (English)
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25 June 2010
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