The Short-Term Price Impact of Trades is Universal

The Short-Term Price Impact of Trades is Universal

Tóth, Bence, Eisler, Zoltán, Bouchaud, Jean-Philippe
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Language:
english
Journal:
Market Microstructure and Liquidity
DOI:
10.1142/S2382626618500028
Date:
March, 2018
File:
PDF, 272 KB
english, 2018
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