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DOI: 10.1093/jjfinec/nbt003
Paper Summary:
Title: The Price Impact of Order Book Events
Author(s): Cont, R.; Kukanov, A.; Stoikov, S.
Year: 2013
DOI: 10.1093/jjfinec/nbt003
URL: https://doi.org/10.1093/jjfinec/nbt003
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DOI: 10.1093/jjfinec/nbt003
Paper Summary: Title: The Price Impact of Order Book Events Author(s): Cont, R.; Kukanov, A.; Stoikov, S. Year: 2013 DOI: 10.1093/jjfinec/nbt003 2025-10-24, ∼609🔥, 0💬
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