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~person:"Bouchaud, Jean-Philippe"
~person:"Huu Nhan Duong"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Bouchaud, Jean-Philippe
Huu Nhan Duong
Frino, Alex
4
Hautsch, Nikolaus
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Metghalchi, Massoud
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Journal of economic dynamics & control
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Journal of forecasting
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ECONIS (ZBW)
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The effects of trade size and market depth on immediate price impact in a limit order book market
Manh Cuong Pham
;
Anderson, Heather Margot
;
Huu Nhan Duong
; …
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503902
Saved in:
2
A comparison of the forecasting ability of immediate price impact models
Manh Cuong Pham
;
Huu Nhan Duong
;
Lajbcygier, Paul
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 898-918
Persistent link: https://www.econbiz.de/10011860921
Saved in:
3
The short-term price impact of trades is universal
Tóth, Bence
;
Eisler, Zoltán
;
Bouchaud, Jean-Philippe
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011923328
Saved in:
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