Language
English
German
^M
Dutch
Spanish
Title:
Master curve for price-impact function
Source:
Nature [0028-0836] Lillo, Fabrizio yr:2003
Basic
Full text
Full text available via
Nature
Year:
Volume:
Issue:
Start Page:
Document delivery
Request document via
Library/Bibliothek
Users interested in this article also expressed an interest in the following:
description
1.
Kahn, N.
"The Surprisingly Small Impact of Asset Growth on Expected Alpha."
Journal of portfolio management
32.1 (2005): 49-60.
description
2.
Curato, G.
"Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact."
Communications in Nonlinear Science and Numerical Simulation
39 (2016): 332-342.
description
3.
Jaisson, T.
"Market impact as anticipation of the order flow imbalance."
Quantitative finance
15.7 (2015): 1123-1135.
description
4.
Marsili, M.
"Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact."
Physica. A
280.3 (2000): 522-553.
description
5.
Anson, M.
"Institutional Portfolio Management."
Journal of portfolio management
31.4 (2005): 33-43.
description
6.
Díaz, A.
"An evaluation of contingent immunization."
Journal of banking & finance
33.10 (2009): 1874-1883.
description
7.
Farmer, J D.
"How efficiency shapes market impact."
Quantitative finance
13.11 (2013): 1743-1758.
description
8.
Kocinski, M.
"TRANSACTION COSTS AND MARKET IMPACT IN INVESTMENT MANAGEMENT."
e-Finanse
10.4 (2014): 28-35.
description
9.
Chang, C.
"The Relation Between Relative Order Imbalance and Intraday Futures Returns: An Application of the Quantile Regression Model to Taiwan."
Emerging markets finance & trade
47.3 (2011): 69-87.
description
10.
Lustosa, Bernardo C.
"Constrained information minority game: How was the night at El Farol?"
Physica A
389.6 (2010): 1230-1238.
description
11.
LeBaron, B.
"Long-memory in an order-driven market."
Physica A
2007. 85-89.
description
12.
Puchkov, Anton V. V.
"Sources of Return in Global Investing."
Journal of portfolio management
31.2 (2004): 12-21.
description
13.
Farmer, J. D.
"Mechanical vs. informational components of price impact."
The European physical journal. B
55.2 (2007): 189-200.
description
14.
Bierman, J.
"Defining and Evaluating Portfolio Insurance Strategies."
The Financial analysts journal
44.3 (1988): 85-87.
description
15.
Chan, Louis C.
"Institutional trades and intraday stock price behavior."
Journal of financial economics
33.2 (1993): 173-199.
description
16.
Chan, L..
"The behavior of stock prices around institutional trades."
The Journal of finance
50.4 (1995): 1147-1174.
description
17.
Tang, Wenjun e.
"Size and Performance of Chinese Mutual Funds: The Role of Economy of Scale and Liquidity."
Pacific-basin finance journal
20.2 (2012): 19-19.
description
18.
Kahn, R.
"The surprisingly small impact of asset growth on expected alpha - Warning: Optimal portfolio management required."
Journal of portfolio management
32.1 (2005): 49-.
description
19.
Anson, M.
"Institutional Portfolio Management: The Mission and the Mandate."
Journal of portfolio management
31.4: 33-.
description
20.
Farmer, J.
"What really causes large price changes?"
Quantitative Finance
4.4 (2004): 383-397.
View More...
View Less...
Select All
Clear All
Save Citations
Select Format
EndNote
ProCite
RefWorks
Reference Manager
Submit citation export
Advanced
Author
Other articles by this author? -- in
GeoRef
author:
Lillo, Fabrizio
Farmer, J D
Mantegna, Rosario N
last name
initials
Other articles by this author? -- in
Online Contents Geosciences
author:
Lillo, Fabrizio
Farmer, J D
Mantegna, Rosario N
last name
initials
Other articles by this author? -- using
Web of Science
author:
Lillo, Fabrizio
Farmer, J D
Mantegna, Rosario N
last name
initials
Web Search
Find related information in
a Web Search Engine
Excite
Google
HotBot
Ixquick
ZOO
Ask
Yahoo!
Bing
Naver
Search Terms:
Search for related information in
Google Scholar
Article Title
Author Name
Journal Title
Other Search
Search Terms:
A service provided by the
Library of the Wissenschaftspark Albert Einstein
, Potsdam, Germany.
© 2005 SFX by Ex Libris Inc.