Pages that link to "Item:Q5484636"

The following pages link to Random walks, liquidity molasses and critical response in financial markets (Q5484636):

Displaying 26 items.

• 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)
• Illiquidity premium and expected stock returns in the UK: a new approach (Q1619642) (← links)
• Why is equity order flow so persistent? (Q1623998) (← links)
• Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme (Q1729305) (← links)
• The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
• Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
• No-dynamic-arbitrage and market impact (Q2786278) (← links)
• How efficiency shapes market impact (Q2871427) (← links)
• Reduced form modeling of limit order markets (Q2873532) (← links)
• The price impact of order book events: market orders, limit orders and cancellations (Q2873559) (← links)
• The identification of price jumps (Q2882552) (← links)
• The Tick-by-Tick Dynamical Consistency of Price Impact in Limit Order Books (Q2889582) (← 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)
• Relation between bid–ask spread, impact and volatility in order-driven markets (Q3518387) (← links)
• Linear models for the impact of order flow on prices. I. History dependent impact models (Q4554471) (← links)
• Optimal execution with non-linear transient market impact (Q4555057) (← links)
• Latency and liquidity provision in a limit order book (Q4555166) (← links)
• The inelastic market hypothesis: a microstructural interpretation (Q5041659) (← links)
• Effects of intervaling on high-frequency realized higher-order moments (Q5139222) (← links)
• Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary? (Q5484635) (← links)
• Strategic Execution Trajectories (Q6040003) (← links)
• Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book (Q6187364) (← links)
• When is cross impact relevant? (Q6546318) (← links)
• Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)