Francesco Campigli

Scuola Normale Superiore

Piazza dei Cavalieri, 7

Pisa, 56126

Italy

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Measuring Price Impact and Information Content of Trades in a Time-Varying Setting

Number of pages: 63 Posted: 27 Dec 2022 Last Revised: 11 Apr 2024

Francesco Campigli, Giacomo Bormetti and Fabrizio Lillo

Scuola Normale Superiore, University of Pavia - Department of Economics and Management and Scuola Normale Superiore

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