Time and price impact of a trade: A structural approach
Year of publication: |
2007
|
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Authors: | Grammig, Joachim ; Theissen, Erik ; Wuensche, Oliver |
Publisher: |
Cologne : University of Cologne, Centre for Financial Research (CFR) |
Subject: | Price impact | microstructure | trading intensity | duration | strategic trading |
Series: | CFR Working Paper ; 07-12 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 714984760 [GVK] hdl:10419/57762 [Handle] RePEc:zbw:cfrwps:0712 [RePEc] |
Classification: | G10 - General Financial Markets. General ; C32 - Time-Series Models |
Source: |
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Time and price impact of a trade: A structural approach
Grammig, Joachim, (2007)
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Time and the price impact of a trade: A structural approach
Grammig, Joachim G., (2011)
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Time and the price impact of a trade: A structural approach
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Time and price impact of a trade: A structural approach
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Time and price impact of a trade : a structural approach
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