Order book approach to price impact (Q3375377)
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scientific article; zbMATH DE number 5009965
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Order book approach to price impact |
scientific article; zbMATH DE number 5009965 |
Statements
Order book approach to price impact (English)
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8 March 2006
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order book
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price impact
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resiliency
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liquidity
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0.8497982621192932
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0.8119171857833862
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0.8063645958900452
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0.7840968370437622
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0.7798020243644714
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