Transaction duration and asymmetric price impact of trades : evidence from Australia

Joey Wenling Yang

Year of publication:	2011
Authors:	Yang, Joey Wenling
Published in:	Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 1, p. 91-102
Subject:	Duration \| Autoregressive duration model \| Price impact \| Error correction \| Australien \| Australia \| Börsenkurs \| Share price \| Schätzung \| Estimation \| Dauer \| Kointegration \| Cointegration \| Theorie \| Theory \| Statistische Bestandsanalyse \| Duration analysis

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