Pages that link to "Item:Q2871427"
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The following pages link to How efficiency shapes market impact (Q2871427):
Displaying 20 items.
- Dynamic optimal execution in a mixed-market-impact Hawkes price model (Q261925) (← links)
- Mechanical vs. informational components of price impact (Q978856) (← links)
- Why is equity order flow so persistent? (Q1623998) (← links)
- Optimal trade execution under endogenous pressure to liquidate: theory and numerical solutions (Q1681457) (← links)
- Optimal execution with price impact under cumulative prospect theory (Q2150064) (← links)
- The effects of trade size and market depth on immediate price impact in a limit order book market (Q2246738) (← links)
- No-dynamic-arbitrage and market impact (Q2786278) (← links)
- Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
- Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics (Q4554209) (← links)
- Market impact with multi-timescale liquidity (Q4619521) (← links)
- A fully consistent, minimal model for non-linear market impact (Q4683067) (← links)
- Market impact as anticipation of the order flow imbalance (Q4683068) (← links)
- Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (Q4683095) (← links)
- Market impact: a systematic study of the high frequency options market (Q5014173) (← links)
- The inelastic market hypothesis: a microstructural interpretation (Q5041659) (← links)
- Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
- Impact of meta-order in the Minority Game (Q5397465) (← links)
- A simple microstructural explanation of the concavity of price impact (Q6054404) (← links)
- Power laws in market microstructure (Q6105377) (← links)
- Transient impact from the Nash equilibrium of a permanent market impact game (Q6556811) (← links)
