Slow decay of impact in equity markets
Year of publication: |
December 2015
|
---|---|
Authors: | Brokmann, X. ; Sérié, E. ; Kockelkoren, J. ; Bouchaud, Jean-Philippe |
Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 1.2015, 2, p. 1-15
|
Subject: | Market impact | impact decay | equity markets | informed trades | Aktienmarkt | Stock market | Börsenkurs | Share price | Wertpapierhandel | Securities trading |
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