Do fundamentals shape the price response? A critical assessment of linear impact models
From MaRDI portal
Publication:6158379
DOI10.1080/14697688.2022.2114376zbMath1519.91249arXiv2112.04245OpenAlexW4302305831MaRDI QIDQ6158379
Michael Benzaquen, Iacopo Mastromatteo, Bence Tóth, Michele Vodret
Publication date: 20 June 2023
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.04245
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