Pages that link to "Item:Q6054404"
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The following pages link to A simple microstructural explanation of the concavity of price impact (Q6054404):
Displaying 4 items.
- An analysis of price impact function in order-driven markets (Q1873949) (← links)
- How efficiency shapes market impact (Q2871427) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)