The benefits of resiliency to standard market impact models
Paul Besson, Matthieu Lasnier
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Besson, Paul ; Lasnier, Matthieu |
| Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 3.2017, 1, p. 1-26
|
| Subject: | Market microstructure | market impact | trading imbalance | order bookreplenishment | order book resiliency | Marktmikrostruktur | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2382626617500071 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011778308