Time and the Price Impact of a Trade

Time and the Price Impact of a Trade (2000)

by Alfonso Dufour , Robert F. Engle

Venue:	JOURNAL OF FINANCE
Citations:	43 - 2 self

User correction supplied by mph

Datum	Value	Source
TITLE	Time and the Price Impact of a Trade	INFERENCE
AUTHOR NAME	Alfonso Dufour	user correction
AUTHOR AFFIL		user correction
AUTHOR NAME	Robert F. Engle	user correction
ABSTRACT		user correction
YEAR	2000	INFERENCE
VENUE	JOURNAL OF FINANCE	user correction
VENUE TYPE	JOURNAL	INFERENCE
PAGES	2467--2498	INFERENCE
VOLUME	55	INFERENCE
CITATIONS	45 found	ParsCit 1.0