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~isPartOf:"CFS working paper series"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~person:"Ciacci, Alberto"
~person:"Mahmoodzadeh, S."
~source:"econis"
~subject:"Bid-ask spread"
~subject:"Liquidity"
~type:"article"
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CFS working paper series
International journal of theoretical and applied finance
Quantitative finance
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ECONIS (ZBW)
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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
Price impact and bursts in liquidity provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
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