Francesco Capponi

Imperial College London

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

271

CITATIONS

0

Scholarly Papers (1)

1.

Trade Duration, Volatility and Market Impact

Number of pages: 33 Posted: 08 Apr 2019 Last Revised: 17 Apr 2019
Francesco Capponi and Rama Cont
Imperial College London and University of Oxford
Downloads 271 (110,962)

Abstract:

Loading...

market impact; transaction costs; trade execution; liquidity; volatility