RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513)

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RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY
scientific article

    Statements

    title
    RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (English)
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    author
    Alexandre F. Roch
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    Halil Mete Soner
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    publication date
    15 November 2013
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    zbMATH Keywords
    liquidity risk
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    limit order books
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    asset pricing
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    utility maximization
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    resilience
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    price impacts
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    Identifiers

    zbMATH DE Number
    6227543
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    Wikidata QID
    Q57635893
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    OpenAlex ID
    W3125045500
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