Open AccessPermanent Price Impact Asymmetry of Trades with Institutional Constraints
Author(s) -
Chiraphol N. Chiyachantana,
Pankaj K. Jain,
Christine X. Jiang,
Vivek Sharma
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3007603
Subject(s) - asymmetry , economics , information asymmetry , econometrics , financial economics , business , microeconomics , physics , quantum mechanics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom