The Price Impact of Order Book Events
- 期刊名称Journal of Financial Econometrics
- 作者Cont, R.; Kukanov, A.; Stoikov, S.
- 卷第12卷
- 期第1期
- 印刷ISSN1479-8409
- 电子ISSN1479-8417
- 文件大小1407.28KB
- 发表时间2014-01-01
- DOI10.1093/jjfinec/nbt003
- 页码47-88
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