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1 Ergebnisse
1
Order Flow Decomposition for Price Impact Analysis in Equit..:
, In:
Proceedings of the Fourth ACM International Conference on AI in Finance
,
Sitaru, Bogdan
;
Calinescu, Anisoara
;
Cucuringu, Mihai
- p. 637-645 , 2023
Link:
https://dl.acm.org/doi/10.1145/3604237.3626874
RT T1
Proceedings of the Fourth ACM International Conference on AI in Finance
: T1
Order Flow Decomposition for Price Impact Analysis in Equity Limit Order Books
UL https://suche.suub.uni-bremen.de/peid=acm-3626874&Exemplar=1&LAN=DE A1 Sitaru, Bogdan A1 Calinescu, Anisoara A1 Cucuringu, Mihai PB ACM YR 2023 K1 Limit order books K1 Order flow imbalance K1 Price impact. K1 Mathematics of computing K1 Computing methodologies K1 Applied computing K1 Enterprise computing K1 Law, social and behavioral sciences K1 Economics SP 637 OP 645 LK http://dx.doi.org/https://dl.acm.org/doi/10.1145/3604237.3626874 DO https://dl.acm.org/doi/10.1145/3604237.3626874 SF ELIB - SuUB Bremen
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