The Short-Term Price Impact of Trades is Universal
Tóth, Bence, Eisler, Zoltán, Bouchaud, Jean-PhilippeLanguage:
english
Journal:
Market Microstructure and Liquidity
DOI:
10.1142/S2382626618500028
Date:
March, 2018
File:
PDF, 272 KB
english, 2018