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"An analysis of price impact functions of individual trades on the London ..."

Mateusz Wilinski, Wei Cui, Anthony Brabazon (2014)

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DOI: 10.1109/CIFER.2014.6924047

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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Mateusz Wilinski, Wei Cui, Anthony Brabazon:
An analysis of price impact functions of individual trades on the London Stock Exchange. CIFEr 2014: 1-8

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