Market impacts and the life cycle of investors orders
Year of publication: |
December 2015
|
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Authors: | Bacry, Emmanuel ; Iuga, Adrian ; Lasnier, Matthieu ; Lehalle, Charles-Albert |
Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 1.2015, 2, p. 1-46
|
Subject: | Market impact | trading cost analysis | large trade execution | Hawkes processes | permanent impact | informed trades | optimal trading | post trade analysis | Wertpapierhandel | Securities trading | Transaktionskosten | Transaction costs | Börsenkurs | Share price | Internationale Wirtschaft | International economy | Anlageverhalten | Behavioural finance | Marktmikrostruktur | Market microstructure |
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