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~subject:"Trading volume"
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Trading volume
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13
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12
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8
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8
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Lehalle, Charles-Albert
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Bacry, Emmanuel
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Bińkowski, Mikołaj
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Bouchaud, Jean-Philippe
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Bucci, Frederic
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Iuga, Adrian
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Market microstructure and liquidity
1
Quantitative finance
1
The journal of portfolio management : JPM
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ECONIS (ZBW)
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Market impacts and the life cycle of investors orders
Bacry, Emmanuel
;
Iuga, Adrian
;
Lasnier, Matthieu
; …
- In:
Market microstructure and liquidity
1
(
2015
)
2
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011588222
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2
Endogenous dynamics of intraday liquidity
Bińkowski, Mikołaj
;
Lehalle, Charles-Albert
- In:
The journal of portfolio management : JPM
48
(
2022
)
6
,
pp. 145-169
Persistent link: https://www.econbiz.de/10014231650
Saved in:
3
Co-impact : crowding effects in institutional trading activity
Bucci, Frederic
;
Mastromatteo, Iacopo
;
Eisler, Zoltan
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 193-205
Persistent link: https://www.econbiz.de/10012194861
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