The Price Impact of Order Book Events
Year of publication: |
2015
|
---|---|
Authors: | Cont, Rama |
Other Persons: | Kukanov, Arseniy (contributor) ; Stoikov, Sasha (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Welt | World |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: JOURNAL OF FINANCIAL ECONOMETRICS (Winter 2014) 12 (1): 47-88 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 30, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1712822 [DOI] |
Classification: | c58 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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