The market impact of a limit order (Q433360)
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scientific article; zbMATH DE number 6055929
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The market impact of a limit order |
scientific article; zbMATH DE number 6055929 |
Statements
The market impact of a limit order (English)
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13 July 2012
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price impact
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limit order
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impulse response function
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cointegration
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0.8416615724563599
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0.8339866399765015
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0.820012092590332
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0.8059442639350891
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0.8023654818534851
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