Market impacts and the life cycle of investors orders
Emmanuel Bacry, Adrian Iuga, Matthieu Lasnier, Charles-Albert Lehalle
| Year of publication: |
December 2015
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|---|---|
| Authors: | Bacry, Emmanuel ; Iuga, Adrian ; Lasnier, Matthieu ; Lehalle, Charles-Albert |
| Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 1.2015, 2, p. 1-46
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| Subject: | Market impact | trading cost analysis | large trade execution | Hawkes processes | permanent impact | informed trades | optimal trading | post trade analysis | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Transaktionskosten | Transaction costs | Geld-Brief-Spanne | Bid-ask spread | Anlageverhalten | Behavioural finance | Handelsvolumen der Börse | Trading volume | Marktmikrostruktur | Market microstructure | Internationale Wirtschaft | International economy | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2382626615500094 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011588222