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Search: subject:"Immediate price impact"
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Börsenkurs
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Immediate price impact
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immediate price impact function
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informed liquidity providers
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1
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
Saved in:
2
Price impact and the recovery of the limit order book: Why should we care about informed liquidity providers?
Havran, Dániel
;
Váradi, Kata
-
2015
Stock Exchange stocks, we decompose the shape of the
immediate
price
impact
function to main three components, slope …
Persistent link: https://www.econbiz.de/10011444403
Saved in:
3
Price impact and the recovery of the limit order book : why should we care about informed liquidity providers?
Havran, Dániel
;
Váradi, Kata
-
2015
Stock Exchange stocks, we decompose the shape of the
immediate
price
impact
function to main three components, slope …
Persistent link: https://www.econbiz.de/10011317119
Saved in:
4
The
immediate
price
impact
of trades on the Australian Stock Exchange
Lim, Marcus
;
Coggins, Richard
- In:
Quantitative Finance
5
(
2005
)
4
,
pp. 365-377
We study the
immediate
price
impact
of a single trade executed in the Australian Stock Exchange (ASX). By ordering the …
Persistent link: https://www.econbiz.de/10009214948
Saved in:
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