Pages that link to "Item:Q4683095"
From MaRDI portal
The following pages link to Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (Q4683095):
Displaying 9 items.
- Liquidation with self-exciting price impact (Q253113) (← links)
- Mean field game of controls and an application to trade crowding (Q1648897) (← links)
- Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows (Q1676386) (← links)
- Apparent impact: the hidden cost of one-shot trades (Q3302298) (← links)
- Market impact with multi-timescale liquidity (Q4619521) (← links)
- A fully consistent, minimal model for non-linear market impact (Q4683067) (← links)
- Market impact as anticipation of the order flow imbalance (Q4683068) (← links)
- Market impact: a systematic study of the high frequency options market (Q5014173) (← links)
- Cumulative market impact of consecutive orders over one and two days: how long does the market remember past trades? (Q5068066) (← links)
