搜索结果: 1-2 共查到“世界经济学 Market impact”相关记录2条 . 查询时间(0.093 秒)
We develop a theory for the market impact of large trading orders, which we call metaorders because they are typically split into small pieces and executed incrementally. Market impact is empirically ...
A Theory for Market Impact: How Order Flow Affects Stock Price
Theory Market Impact Order Flow Affects Stock Price
2008/7/8
It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I ...