Price impact and bursts in liquidity provision
2018
Details
Title
Price impact and bursts in liquidity provision
Author(s)
Gencay, R ; Mahmoodzadeh, S ; Rojcek, J ; Tseng, MC
Published in
QUANTITATIVE FINANCE
Volume
18
Issue
7
Pages
1129-1148
Date
2018
Other identifier(s)
View record in Web of Science
Laboratories
CDM
Record Appears in
Scientific production and competences > CDM - College of Management of Technology > CDM - Unattributed publications
Scientific production and competences > Unattributed publications > CDM - CDM - Unattributed publications
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Scientific production and competences > Unattributed publications > CDM - CDM - Unattributed publications
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2018-11-08