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Search: subject:"leverage neutrality"
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Bid-ask spread
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ECONIS (ZBW)
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Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
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2020
Persistent link: https://www.econbiz.de/10012494209
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2
The market impact puzzle
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494214
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3
The amazing power of dimensional analysis : quantifying market impact
Pohl, Mathias
;
Ristig, Alexander
;
Schachermayer, Walter
; …
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011988890
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