Search Results - Impact event

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  1. 1

    Market microstructure : confronting many viewpoints by Abergel, Frederic

    Published 2012
    Table of Contents: “…Statistical inference for volatility and related limit theorems -- 5. Models for the impact of all order book events -- 6. Limit order flow, market impact, and optimal order sizes: evidence from NASDAQ TotalView-ITCH data -- 7. …”
  2. 2

    Extreme weather and natural disasters [ by Healey, Justin

    Published 2012
  3. 3

    Betterment of oil spill fingerprinting by Azimah Ismail