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Volumn 5, Issue 4, 2005, Pages 357-364

Order book approach to price impact

Author keywords

Liquidity; Order book; Price impact; Resiliency

Indexed keywords


EID: 26644434394     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500244411     Document Type: Article
Times cited : (105)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.