en
{{ search | replaceEmpty }}

N°16-56: A Model of Price Impact and Market Maker Latency, J. Rojcek, 2016.

N°16-56: A Model of Price Impact and Market Maker Latency, J. Rojcek, 2016.

AuthorJ. Rojcek
Date20 Sept. 2016
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2839008

Swiss Finance Institute - Geneva

University of Geneva
42, Bd du Pont d`Arve
CH-1211 Geneva 4

Phone: +41 22 379 84 71
E-mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zurich

Walchestrasse 9
CH-8006 Zurich

Phone: +41 44 254 30 80
E-mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
en