Market Microstructure and Liquidity
Source
ISSNs 2382-6266, 2424-8037
Source type: journal
Publisher: World Scientific
Fully open access: No
In DOAJ: No
2yr mean citedness: 0.222
H-index: 14
I10-index: 19
Works count: 65
Citations count: 1,173
Hawkes Processes in Finance
2015 · Emmanuel Bacry, Iacopo Mastromatteo, et al. · Market Microstructure and Liquidity
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
2015 · Elia Zarinelli, Michele Treccani, et al. · Market Microstructure and Liquidity
Market Impacts and the Life Cycle of Investors Orders
2015 · Emmanuel Bacry, Adrian Iuga, et al. · Market Microstructure and Liquidity