Resilient price impact of trading and the cost of illiquidity (Q2862513)
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scientific article; zbMATH DE number 6227543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Resilient price impact of trading and the cost of illiquidity |
scientific article; zbMATH DE number 6227543 |
Statements
15 November 2013
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liquidity risk
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limit order books
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asset pricing
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utility maximization
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resilience
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price impacts
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Resilient price impact of trading and the cost of illiquidity (English)
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