Resilient price impact of trading and the cost of illiquidity
Alexandre Roch and H. Mete Soner
| Year of publication: |
2013
|
|---|---|
| Authors: | Roch, Alexandre ; Soner, Halil Mete |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 6, p. 1-27
|
| Subject: | Liquidity risk | limit order books | asset pricing | utility maximization | resilience | price impacts | Börsenkurs | Share price | Theorie | Theory | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | CAPM | Marktmikrostruktur | Market microstructure | Liquidität | Liquidity | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010197179