A theory for market impact : how order flow affects stock price /

Description

Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2007. / Source: Dissertation Abstracts International, Volume: 68-07, Section: A, page: 3065. Adviser: Alfred Hubler. Includes bibliographical references (leaves 103-106) Available on microfilm from Pro Quest Information and Learning.

Links & Downloads

1. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3269903

Tags

Economics, Finance.

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/234308041
Date	January 2007
Creators	Gerig, Austin Nathaniel,
Source Sets	OCLC
Language	English
Detected Language	English