Pages that link to "Item:Q5484635"

The following pages link to Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? (Q5484635):

Displayed 18 items.

• Exploring the dynamics of financial markets: from stock prices to strategy returns (Q508286) ‎ (← links)
• The non-random walk of stock prices: the long-term correlation between signs and sizes (Q978611) ‎ (← links)
• Mechanical vs. informational components of price impact (Q978856) ‎ (← links)
• Why is equity order flow so persistent? (Q1623998) ‎ (← links)
• Particle-scale modelling of financial price dynamics (Q2005013) ‎ (← links)
• A continuous and efficient fundamental price on the discrete order book grid (Q2149276) ‎ (← links)
• No-dynamic-arbitrage and market impact (Q2786278) ‎ (← links)
• A MATHEMATICAL APPROACH TO ORDER BOOK MODELING (Q2853371) ‎ (← links)
• How efficiency shapes market impact (Q2871427) ‎ (← links)
• The price impact of order book events: market orders, limit orders and cancellations (Q2873559) ‎ (← links)
• The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (Q2889582) ‎ (← links)
• Optimal Execution in a Market with Small Investors (Q3063873) ‎ (← links)
• Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924) ‎ (← links)
• Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138) ‎ (← links)
• Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (Q4683095) ‎ (← links)
• The inelastic market hypothesis: a microstructural interpretation (Q5041659) ‎ (← links)
• Bridging stylized facts in finance and data non-stationarities (Q6135233) ‎ (← links)
• Do fundamentals shape the price response? A critical assessment of linear impact models (Q6158379) ‎ (← links)