An analysis of price impact function in order-driven markets (Q1873949): Difference between revisions
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0378-4371(02)01888-5 / rank | |||
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| Property / OpenAlex ID: W2002143792 / rank | |||
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Latest revision as of 11:37, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analysis of price impact function in order-driven markets |
scientific article |
Statements
An analysis of price impact function in order-driven markets (English)
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21 May 2003
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microscopic double-auction market model
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random order placement
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central order matching mechanism
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