Impact of Intraday Trading of Securities on Market Liquidity: Revisiting the Price Impact Function
Crossref DOI link: https://doi.org/10.18488/journal.aefr.2017.79.921.928
Published Online: 2017
Published Print: 2017
Update policy: https://doi.org/10.18488/crossmarkpolicypage.1002
Hsieh, Tsung-Yu
Lin, Chih-Ling
Wu, Ting-Yi
