Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (Q4683095): Difference between revisions
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Revision as of 23:50, 19 March 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)
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19 September 2018
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implementation shortfall
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market impact
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sunshine trading
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fair price
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market efficiency
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market microstructure
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active fund management
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permanent impact
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