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~isPartOf:"Journal of Economic Dynamics and Control"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Wertpapierhandel"
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Wertpapierhandel
Market microstructure
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Journal of Economic Dynamics and Control
Journal of economic dynamics & control
International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The effects of trade size and market depth on immediate price impact in a limit order book market
Manh Cuong Pham
;
Anderson, Heather Margot
;
Huu Nhan Duong
; …
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503902
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