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subject:"Theorie"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Lajbcygier, Paul"
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Börsenkurs
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Lajbcygier, Paul
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Journal of economic dynamics & control
Journal of forecasting
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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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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2
A comparison of the forecasting ability of immediate price impact models
Manh Cuong Pham
;
Huu Nhan Duong
;
Lajbcygier, Paul
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 898-918
Persistent link: https://www.econbiz.de/10011860921
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