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A modification to the WPC model - MaRDI portal

A modification to the WPC model

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Publication:1787991

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DOI10.1016/J.ECONLET.2018.07.019zbMath1397.91224OpenAlexW2884190359WikidataQ59882232 ScholiaQ59882232MaRDI QIDQ1787991

Laima Spokeviciute, Hossein Jahanshahloo

Publication date: 8 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://orca.cf.ac.uk/118565/1/MWPC.pdf

zbMATH Keywords

price discovery high frequency trading weighted price contribution

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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