The immediate price impact of trades on the Australian Stock Exchange
- 期刊名称Quantitative Finance
- 作者Lim, Marcus; Coggins *, Richard
- 卷第5卷
- 期第4期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小333.64KB
- 发表时间2005-08
- DOI10.1080/14697680500151400
- 页码365-377
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