RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY |
scientific article |
Statements
RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (English)
0 references
15 November 2013
0 references
liquidity risk
0 references
limit order books
0 references
asset pricing
0 references
utility maximization
0 references
resilience
0 references
price impacts
0 references
