A functional approach to the price impact of stock trades and the implied true price
Roger D. Huang; Christopher Ting
| Year of publication: |
2008
|
|---|---|
| Authors: | Huang, Roger D. ; Ting, Christopher |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 1, p. 1-16
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| Subject: | Handelsvolumen der Börse | Trading volume | Transaktionskosten | Transaction costs | Marktmikrostruktur | Market microstructure | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003692958