The market impact of a limit order
Year of publication: |
2009
|
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Authors: | Hautsch, Nikolaus ; Huang, Ruihong |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Wertpapierhandel | Auftrag | Börsenkurs | Bid-Ask Spread | Reaktionsfunktion | Kointegration | VAR-Modell | Schätzung | Niederlande | price impact | limit order | impulse response function | cointegration |
Series: | SFB 649 Discussion Paper ; 2009,051 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 612287254 [GVK] hdl:10419/39308 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; C32 - Time-Series Models ; G17 - Financial Forecasting |
Source: |
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The market impact of a limit order
Hautsch, Nikolaus, (2009)
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The market impact of a limit order
Hautsch, Nikolaus, (2009)
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The market impact of a limit order
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