Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (Q4683095): Difference between revisions
From MaRDI portal
Latest revision as of 14:53, 16 July 2024
scientific article; zbMATH DE number 6939299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders |
scientific article; zbMATH DE number 6939299 |
Statements
Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (English)
0 references
19 September 2018
0 references
implementation shortfall
0 references
market impact
0 references
sunshine trading
0 references
fair price
0 references
market efficiency
0 references
market microstructure
0 references
active fund management
0 references
permanent impact
0 references
0 references
