A Million Metaorder Analysis of Market Impact on the...

Market Microstructure and Liquidity 2015 / 12 Vol. 1; Iss. 2

A Million Metaorder Analysis of Market Impact on the Bitcoin

Donier, J., Bonart, J.
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Volume:
1
Language:
english
Journal:
Market Microstructure and Liquidity
DOI:
10.1142/S2382626615500082
Date:
December, 2015
File:
PDF, 1.44 MB
english, 2015
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