The inelastic market hypothesis: a microstructural interpretation
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Publication:5041659
DOI10.1080/14697688.2022.2068052zbMath1505.91358arXiv2108.00242OpenAlexW3189215451WikidataQ115041361 ScholiaQ115041361MaRDI QIDQ5041659
Publication date: 14 October 2022
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.00242
Cites Work
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- Market efficiency and the long-memory of supply and demand: is price impact variable and permanent or fixed and temporary?
- Random walks, liquidity molasses and critical response in financial markets
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