Measuring Market Impact and Liquidity

被引：4
|
作者：
Burghardt, Galen [1 ]
Hanweck, Jerry [2 ]
Lei, Lauren [3 ]
机构：
[1] Calyon Financial Inc, Res, Chicago, IL 60606 USA
[2] Hanweck Associates, New York, NY USA
[3] Calyon Financial Inc, Chicago, IL USA
来源：
JOURNAL OF TRADING | 2006年 / 1卷 / 04期
关键词：
D O I：
10.3905/jot.2006.654303
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：70 / 84
页数：15
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