MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH (Q5210916)

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scientific article; zbMATH DE number 7152541
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MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH
scientific article; zbMATH DE number 7152541

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    MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH (English)
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    16 January 2020
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    price impact
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    order flow
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    market price of risk
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    market microstructure
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