MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH (Q5210916)
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scientific article; zbMATH DE number 7152541
Language | Label | Description | Also known as |
---|---|---|---|
English | MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH |
scientific article; zbMATH DE number 7152541 |
Statements
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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