Do fundamentals shape the price response? A critical assessment of linear impact models (Q6158379)
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scientific article; zbMATH DE number 7698368
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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