RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY
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Publication:2862513
DOI10.1142/S0219024913500374zbMath1295.91047WikidataQ57635893 ScholiaQ57635893MaRDI QIDQ2862513
Alexandre F. Roch, Halil Mete Soner
Publication date: 15 November 2013
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024913500374
91G70: Statistical methods; risk measures
91B24: Microeconomic theory (price theory and economic markets)
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