Statistical characteristics of price impact in high-frequency trading (Q2699613)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical characteristics of price impact in high-frequency trading |
scientific article |
Statements
Statistical characteristics of price impact in high-frequency trading (English)
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19 April 2023
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HFV model
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permanent price impact
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price change
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temporary price impact
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trade volume
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