Javier Vicente

Santa Fe Institute

1399 Hyde Park Road

Santa Fe, NM 87501

United States

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Scholarly Papers (1)

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Market Impact and Trading Profile of Large Trading Orders in Stock Markets

Posted: 03 Aug 2009
Universidad Carlos III de Madrid, Santa Fe Institute, Universidad Carlos III de Madrid, U.S. Securities and Exchange Commission, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, University of Palermo, Università di Bologna and University of Palermo

Abstract:

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financial markets, market impact, large trading orders