Work

Time and the Price Impact of a Trade

Year: 2000

Type: article

Source: The Journal of Finance

DOI: 10.1111/0022-1082.00297

Authors: Alfonso Dufour, Robert F. Engle

Institutions: University of Reading, University of California San Diego, New York University, Columbia University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2003486631

FWCI: 18.31

Cites: 55

Cited by: 572

Related to: 10