Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (Q4683095)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders |
scientific article; zbMATH DE number 6939299
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders |
scientific article; zbMATH DE number 6939299 |
Statements
Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (English)
0 references
19 September 2018
0 references
implementation shortfall
0 references
market impact
0 references
sunshine trading
0 references
fair price
0 references
market efficiency
0 references
market microstructure
0 references
active fund management
0 references
permanent impact
0 references
0 references
0.8187379837036133
0 references
0.791928768157959
0 references
0.7886247634887695
0 references
0.7669062614440918
0 references
0.7661175727844238
0 references
