Información de tarea OT Libre Lillo

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Market impact and trading profile of large trading orders in stock markets Esteban Moro,1, 2 Javier Vicente,3 Luis G. Moyano,2 Austin Gerig,4, 3 J. Doyne Farmer,3, 5 Gabriella Vaglica,6 Fabrizio Lillo,3, 6, 7 and Rosario

Source URL: markov.uc3m.es

• Economics
• Stock market
• Order
• Market impact
• Bid–offer spread
• Volume-weighted average price
• Futures contract
• Short
• Market microstructure
• Financial markets
• Financial economics
• Investment

Información de tarea OT Club Lillo

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Información de tarea OT Pro Lillo

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The market impact of large trading orders: Correlated order flow, asymmetric liquidity and efficient prices J. Doyne Farmer,1, 2, ∗ Austin Gerig,1, † Fabrizio Lillo,3, 1, ‡ and Henri Waelbroeck4, § 1 Santa Fe Ins

Source URL: www.haas.berkeley.edu

• Economics
• Stock market
• Mathematical finance
• Economic efficiency
• Efficient-market hypothesis
• Foreign exchange market
• Order
• Market impact
• Derivative
• Financial economics
• Finance
• Financial markets

68 Juan Luis Lillo Criado, José Mª Carlos Álvarez López: Contabilidad y cobros de rentas en la Santa Capilla de San Andrés de Jaén. Dos

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A LA SALA DE LO SOCIAL DE LA AUDIENCIA NACIONAL DON ENRIQUE LILLO PEREZ, Letrado en ejercicio del Ilustre Colegio de Abogados de Madrid, en nombre y representación de la

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La congiura del silenzio di Peter Gomez e Marco Lillo Da Tony ‘Quanto, Quanto, Quanto’ Renis alla falsa grassa di Telecamere, dai ministri

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Epistolario de sor Dolores Peña y Lillo ( chile ,

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