The effects of trade size and market depth on immediate price impact in a limit order book market (Q2246738)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effects of trade size and market depth on immediate price impact in a limit order book market |
scientific article |
Statements
The effects of trade size and market depth on immediate price impact in a limit order book market (English)
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16 November 2021
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immediate price impact
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market depth
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order flow
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forecasts
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