"Empirical Study of Market Impact Conditional on Order-Flow Imbalance."

Anastasia Bugaenko (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-04-23

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2004-08290
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  - https://dblp.org/rec/journals/corr/abs-2004-08290
Anastasia Bugaenko:
Empirical Study of Market Impact Conditional on Order-Flow Imbalance. CoRR abs/2004.08290 (2020)

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