Price Impact in a Latent Order Book

Price Impact in a Latent Order Book

Lemhadri, Ismael
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Journal:
Market Microstructure and Liquidity
DOI:
10.1142/s2382626620500045
Date:
August, 2020
File:
PDF, 1.96 MB
2020
Conversion to is in progress
Conversion to is failed