The market impact of a limit order
type: Item
instance of: scholarly article
title: The market impact of a limit order
zbMATH Open document ID: 1242.91213
author: Nikolaus Hautsch
author: Ruihong Huang
publication date: 2012-07-13T00:00:00Z
full work available at URL: 09 23.pdf
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6055929
zbMATH Keywords: price impact
zbMATH Keywords: limit order
zbMATH Keywords: impulse response function
zbMATH Keywords: cointegration
MaRDI profile type: Publication
OpenAlex ID: W3124045061
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DOI: 10.1016/J.JEDC.2011.09.012
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6055929