Author:
Tomas Mehdi,Mastromatteo Iacopo,Benzaquen Michael
Reference22 articles.
1. Multivariate transient price impact and matrix-valued positive definite functions;Aur�lien Alfonsi;Mathematics of operations research,2016
2. Direct estimation of equity market impact;Robert Almgren;Risk,2005
3. Dissecting cross-impact on stock markets: An empirical analysis;Michael Benzaquen;Journal of Statistical Mechanics: Theory and Experiment,2017
4. Trades, Quotes and Prices
5. Imperfect competition in a multi-security market with risk neutrality;Jordi Caballe;Econometrica,1986
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献