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Rakhlin, Dmitry's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
634 |
Total
Citations
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Bershova, Nataliya AllianceBernstein LP Rakhlin, Dmitry AllianceBernstein LP
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26 May 12
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25 Mar 13
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High Frequency Trading, Liquidity, Trading Costs
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Bershova, Nataliya AllianceBernstein LP Rakhlin, Dmitry AllianceBernstein LP
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08 Jan 13
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12 Jan 13
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184
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market impact, permanent impact, order size, price reversion and liquidity
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