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Anastasia Bugaenko

University College London - Department of Computer Science

United Kingdom

SCHOLARLY PAPERS

1

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189

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Scholarly Papers (1)

1.

Empirical Study of Market Impact Conditional on Order-Flow Imbalance

Number of pages: 132 Posted: 28 May 2020
Anastasia Bugaenko
University College London - Department of Computer Science
Downloads 189 (401,336)

Abstract:

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Market Impact, Liquidity, Order-Flow Imbalance, Machine Learning