Market impact : a systematic study of limit orders
Emilio Said, Ahmed Bel Hadj Ayed, Alexandre Husson, Frederic Abergel
| Year of publication: |
2017
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|---|---|
| Authors: | Said, Emilio ; Bel Hadj Ayed, Ahmed ; Husson, Alexandre ; Abergel, Frédéric |
| Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 3.2017, 3/4, p. 1-33
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| Subject: | Market microstructure | statistical finance | market impact | fair pricing | automated trading | limit orders | Marktmikrostruktur | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Finanzmarkt | Financial market | Börse | Bourse | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2382626618500089 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011988894