1

The Square-Root Impace Law Also Holds for Option Markets

Year:
2016
Language:
english
File:
PDF, 1.74 MB
english, 2016
3

On the origin of the Epps effect

Year:
2007
Language:
english
File:
PDF, 156 KB
english, 2007
6

The Short-Term Price Impact of Trades is Universal

Year:
2018
Language:
english
File:
PDF, 272 KB
english, 2018
12

The Epps effect revisited

Year:
2009
Language:
english
File:
PDF, 270 KB
english, 2009
13

Why is equity order flow so persistent?

Year:
2015
Language:
english
File:
PDF, 930 KB
english, 2015
14

Agent-based models for latent liquidity and concave price impact

Year:
2014
Language:
english
File:
PDF, 1.27 MB
english, 2014
28

Study of globular bodies found in hepatomas of Swiss mice

Year:
1975
Language:
english
File:
PDF, 3.03 MB
english, 1975
37

Estimation of suspended loads in the Danube River at Göd (1668 river km), Hungary

Year:
2015
Language:
english
File:
PDF, 1.25 MB
english, 2015