Multi-Asset Market Impact and Order Flow Commonality
Year of publication: |
[2021]
|
---|---|
Authors: | Capponi, Francesco ; Cont, Rama |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 6, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3706390 [DOI] |
Classification: | c58 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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