Order book approach to price impact (Q3375377)

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Order book approach to price impact
scientific article

    Statements

    title
    Order book approach to price impact (English)
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    author
    Philipp Weber
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    Bernd Rosenow
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    publication date
    8 March 2006
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    zbMATH Keywords
    order book
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    price impact
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    resiliency
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    liquidity
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    Identifiers

    zbMATH DE Number
    5009965
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    OpenAlex ID
    W2153904170
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    arXiv ID
    cond-mat/0311457
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