Assessing influential trade effects via high-frequency market reactions (Q5130262)
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scientific article; zbMATH DE number 7269634
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Assessing influential trade effects via high-frequency market reactions |
scientific article; zbMATH DE number 7269634 |
Statements
Assessing influential trade effects via high-frequency market reactions (English)
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4 November 2020
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high-frequency data
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influential trade
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quoted depth
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transition probability
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logistic regression model
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odds ratio
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0.7345696687698364
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0.7194121479988098
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0.7164825201034546
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0.715866208076477
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