Author Index VOLUME 1 (2015)
- 期刊名称Market Microstructure and Liquidity
- 卷第1卷
- 期第2期
- 印刷ISSN2382-6266
- 电子ISSN2424-8037
- 文件大小31.91KB
- 发表时间2015-12
- DOI10.1142/s2382626615990014
Liquidity and Impact in Fair MarketsJaisson, Thibault · Market Microstructure and Liquidity · 2015
Hawkes Processes in FinanceBacry, Emmanuel; Mastromatteo, Iacopo; Muzy, Jean-François · Market Microstructure and Liquidity · 2015
Optimal Execution with Transient ImpactDang, Ngoc-Minh · Market Microstructure and Liquidity · 2017
Author Index VOLUME 2 (2016)Market Microstructure and Liquidity · 2016
Trade Intensity and LiquidityBrigida, Matt; Pratt, William · Market Microstructure and Liquidity · 2018
Liquidation in Target Zone ModelsBelak, Christoph; Muhle-Karbe, Johannes; Ou, Kevin · Market Microstructure and Liquidity · 2018
Unravelling the Trading Invariance HypothesisBenzaquen, Michael; Donier, Jonathan; Bouchaud, Jean-Philippe · Market Microstructure and Liquidity · 2017