Work

The Price Impact of Order Book Events

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1712822

Authors: Rama Cont, Arseniy Kukanov, Sasha Stoikov

Institutions: University of Oxford, Cornell University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2169562249

Cites: 68

Cited by: 48

Related to: 10