Hits 1-1 within 1 documents
Relation between Bid-Ask Spread, Impact and Volatility in Order-Driven Markets [journal article]
Source: Quantitative Finance, 8 (2007) 1. p.41-57
Hits 1-1 within 1 documents
Author(s): Bouchaud, Jean-Philippe; Vettorazzo, Michele; Kockelkoren, Julien; Wyart, Matthieu; Potters, M
Source: Quantitative Finance, 8 (2007) 1. p.41-57