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~isPartOf:"CFS working paper series"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~person:"Ciacci, Alberto"
~person:"Lim, Dong-Young"
~source:"econis"
~subject:"Bid-ask spread"
~subject:"Liquidity"
~type:"article"
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Ciacci, Alberto
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CFS working paper series
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Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
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2
Learning multi-market microstructure from order book data
Ju, Geonhwan
;
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10012194803
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