The Amazing Power of Dimensional Analysis: Quantifying Market Impact
Pohl, Mathias; Ristig, Alexander; Schachermayer, Walter; Tangpi, Ludovic
- 期刊名称Market Microstructure and Liquidity
- 作者Pohl, Mathias; Ristig, Alexander; Schachermayer, Walter; Tangpi, Ludovic
- 印刷ISSN2382-6266
- 电子ISSN2424-8037
- 文件大小205.72KB
- 发表时间2018-05-07
- DOI10.1142/S2382626618500041