Apparent impact: the hidden cost of one-shot trades

Author: Mastromatteo Iacopo  

Publisher: IOP Publishing

E-ISSN: 1742-5468|2015|6|P06022-24

ISSN: 1742-5468

Source: Journal of Statistical Mechanics: Theory and Experiment, Vol.2015, Iss.6, 2015-06, pp. : P06022-24

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Abstract