Time and the Price Impact of a Trade
Year of publication: |
2013
|
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Authors: | Dufour, Alfonso |
Other Persons: | Engle, Robert F. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Zeit | Time | VAR-Modell | VAR model |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Finance, Vol. 55, No. 6, 2000 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 15, 1999 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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