Liquidity Fluctuations and the Latent Dynamics of Price Impact
Mertens, Luca, Ciacci, Alberto, Lillo, Fabrizio, Livieri, GiuliaYear:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3214744
File:
PDF, 964 KB
english, 2018