Pages that link to "Item:Q3375380"
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The following pages link to The immediate price impact of trades on the Australian Stock Exchange (Q3375380):
Displaying 4 items.
- Stylized facts of price gaps in limit order books (Q508284) (← 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)
- Non-uniformly sampled simulated price impact of an order-book (Q6633282) (← links)