Open AccessMarket depth and the cross impact of prices
Author(s) -
Erick Treviño Aguilar,
Refugio Vallejo Gutiérrez
Publication year - 2015
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2015v5n2/trevino
Subject(s) - context (archaeology) , asset (computer security) , cross correlation , economics , correlation , econometrics , market impact , financial economics , microeconomics , computer science , mathematics , statistics , market microstructure , geology , finance , paleontology , geometry , computer security , order (exchange)