Enhanced expected impact cost model under abnormally high volatility

Gabriel Tucci, Sameer Jain, Aiying Zhang and Wenting Ge

Year of publication:	2022
Authors:	Tucci, Gabriel ; Jain, Sameer ; Zhang, Aiying ; Ge, Wenting
Published in:	The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 11.2022, 3, p. 43-59
Subject:	impact cost \| algorithmic trading \| execution \| volatility \| Chicago Board Options Exchange Volatility Index (VIX) \| Volatilität \| Volatility \| Optionsgeschäft \| Option trading \| Elektronisches Handelssystem \| Electronic trading \| Börsenkurs \| Share price

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013555694

A service of the