The short-term price impact of trades is universal
Bence Tóth, Zoltán Eisler, Jean-Philippe Bouchaud
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Tóth, Bence ; Eisler, Zoltán ; Bouchaud, Jean-Philippe |
| Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 3.2017, 2, p. 1-11
|
| Subject: | Price impact | market microstructure | herding | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Herdenverhalten | Herding | Wertpapierhandel | Securities trading | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2382626618500028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011923328