Do fundamentals shape the price response? A critical assessment of linear impact models (Q6158379): Difference between revisions

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Latest revision as of 09:40, 1 August 2024

scientific article; zbMATH DE number 7698368
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English
Do fundamentals shape the price response? A critical assessment of linear impact models
scientific article; zbMATH DE number 7698368

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    Do fundamentals shape the price response? A critical assessment of linear impact models (English)
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    20 June 2023
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    prices
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    Kyle model
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    propagator model
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    linear price impact models
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