The price impact asymmetry of institutional trading in the Chinese stock market
Year of publication: |
2012
|
---|---|
Authors: | Ren, Fei ; Zhong, Li-Xin |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 8, p. 2667-2677
|
Publisher: |
Elsevier |
Subject: | Econophysics | Price impact | Institutional trading | Market microstructure |
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