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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~language:"eng"
~person:"Bouchaud, Jean-Philippe"
~person:"Ciacci, Alberto"
~source:"econis"
~subject:"Bid-ask spread"
~subject:"Liquidity"
~type:"article"
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Bouchaud, Jean-Philippe
Ciacci, Alberto
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Lillo, Fabrizio
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Toke, Ioane Muni
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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
Saved in:
2
Co-impact : crowding effects in institutional trading activity
Bucci, Frederic
;
Mastromatteo, Iacopo
;
Eisler, Zoltan
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 193-205
Persistent link: https://www.econbiz.de/10012194861
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