Bence Tóth

From MaRDI portal
Person:1623996

Available identifiers

zbMath Open toth.benceMaRDI QIDQ1623996

List of research outcomes





PublicationDate of PublicationType
Do fundamentals shape the price response? A critical assessment of linear impact models2023-06-20Paper
A stationary Kyle setup: microfounding propagator models2021-06-08Paper
Why is equity order flow so persistent?2018-11-15Paper
Linear models for the impact of order flow on prices. I. History dependent impact models2018-11-14Paper
Linear models for the impact of order flow on prices. II: The mixture transition distribution model2018-11-14Paper
Studies of the limit order book around large price changes2010-06-23Paper
The Epps effect revisited2009-12-07Paper

Research outcomes over time

This page was built for person: Bence Tóth

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:1623996&oldid=11940965"
Powered by MediaWiki