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The market impact of a limit order - MaRDI portal

The market impact of a limit order (Q433360)

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scientific article; zbMATH DE number 6055929
Language Label Description Also known as
English
The market impact of a limit order
scientific article; zbMATH DE number 6055929

    Statements

    title
    The market impact of a limit order (English)
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    author
    Nikolaus Hautsch
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    Ruihong Huang
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    publication date
    13 July 2012
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    zbMATH Keywords
    price impact
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    limit order
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    impulse response function
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    cointegration
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    Identifiers

    zbMATH DE Number
    6055929
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    OpenAlex ID
    W3124045061
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