Metaorder limit prices in evaluating expected market impact and assessing execution service quality
Viktor Bazylevych, Vitalii Ihnatiuk
| Year of publication: |
2019
|
|---|---|
| Authors: | Bazylevyč, Viktor D. ; Ihnatiuk, Vitalii |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 16.2019, 2, p. 355-369
|
| Subject: | execution cost | limit order book | market microstructure | metaorders | participation rate | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Dienstleistungsqualität | Service quality | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Other identifiers: | 10.21511/imfi.16(2).2019.30 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012122300