Results for Order Flow

Publications & Outputs

1. The effects of trade size and market depth on immediate price impact in a limit order book market

   Pham, M., Anderson, H., Lajbcygier, P. & Duong, H. N., 1/11/2020, In: Journal of Economic Dynamics and Control. 120, 27 p., 103992.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review