Do fundamentals shape the price response? A critical assessment of linear impact models (Q6158379)
From MaRDI portal
scientific article; zbMATH DE number 7698368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Do fundamentals shape the price response? A critical assessment of linear impact models |
scientific article; zbMATH DE number 7698368 |
Statements
Do fundamentals shape the price response? A critical assessment of linear impact models (English)
0 references
20 June 2023
0 references
prices
0 references
Kyle model
0 references
propagator model
0 references
linear price impact models
0 references
0 references
0 references
0 references
