Time and the Price Impact of a Trade (2000)

by Alfonso Dufour , Robert F. Engle
Venue:JOURNAL OF FINANCE
Citations:73 - 2 self

Document Versions

Time and the Price Impact of a Trade –Alfonso Dufour, Robert F. Engle — 2000 — JOURNAL OF FINANCE
Time and the Price Impact of a Trade –Alfonso Dufour, Robert F. Engle — 2000 — Journal of Finance
Time and the Price Impact of a Trade –Robert F. Engle, Alfonso Dufour, Jel Classification C — 2000