Microscopic understanding of cross-responses between stocks : a two-component price impact model
Year of publication: |
2017
|
---|---|
Authors: | Wang, Shanshan ; Guhr, Thomas |
Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 3.2017, 3/4, p. 1-30
|
Subject: | Price impact | market microstructure | statistical analysis | Börsenkurs | Share price | USA | United States | Marktmikrostruktur | Market microstructure | Theorie | Theory |
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