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~isPartOf:"Market microstructure and liquidity"
~person:"Bouchaud, Jean-Philippe"
~subject:"Estimation"
~subject:"Stochastic process"
~subject:"Wertpapierhandel"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Bouchaud, Jean-Philippe
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Market microstructure and liquidity
Quantitative finance
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The European journal of finance
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ECONIS (ZBW)
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The short-term price impact of trades is universal
Tóth, Bence
;
Eisler, Zoltán
;
Bouchaud, Jean-Philippe
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011923328
Saved in:
2
Slow decay of impact in equity markets
Brokmann, X.
;
Sérié, E.
;
Kockelkoren, J.
;
Bouchaud, …
- In:
Market microstructure and liquidity
1
(
2015
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011588208
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