"Relationships between market impact characteristics and order book properties."

Kenta Yamada, Takayuki Mizuno (2017)

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DOI: 10.1109/BIGDATA.2017.8258293

access: closed

type: Conference or Workshop Paper

metadata version: 2021-03-31

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Kenta Yamada, Takayuki Mizuno:
Relationships between market impact characteristics and order book properties. IEEE BigData 2017: 3156-3161

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