Estimating the price impact of market orders on the Bucharest stock exchange
Year of publication: |
2018
|
---|---|
Authors: | Bahna, Mircea ; Cepoi, Cosmin-Octavian ; Dumitrescu, Bogdan ; Damian, Virgil |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 21.2018, 4, p. 120-133
|
Subject: | market impact | market orders | limit orders | cointegration | Wertpapierhandel | Securities trading | Börse | Bourse | Aktienmarkt | Stock market | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Schätzung | Estimation | Kointegration | Cointegration |
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