A functional approach to the price impact of stock trades and the implied true price
Year of publication: |
2008
|
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Authors: | Huang, Roger D. ; Ting, Christopher |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 1, p. 1-16
|
Subject: | Handelsvolumen der Börse | Trading volume | Transaktionskosten | Transaction costs | Marktmikrostruktur | Market microstructure | CAPM |
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