Pages that link to "Item:Q5121489"
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The following pages link to Co-impact: crowding effects in institutional trading activity (Q5121489):
Displaying 6 items.
- The inelastic market hypothesis: a microstructural interpretation (Q5041659) (← links)
- Cumulative market impact of consecutive orders over one and two days: how long does the market remember past trades? (Q5068066) (← links)
- Are trading invariants really invariant? Trading costs matter (Q5139213) (← links)
- Price formation and optimal trading in intraday electricity markets (Q5970800) (← links)
- Trading with the crowd (Q6146670) (← links)
- Instabilities in multi-asset and multi-agent market impact games (Q6549605) (← links)