Maria Grazia ROMANO | Publications
Maria Grazia ROMANO Publications
100062Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence
2017 | |
Articolo in rivista | |
Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence THE JOURNAL OF FUTURES MARKETS. Vol. 37. Pag.359-373 ISSN:0270-7314. | |
Frino, Alex; Mollica, Vito; Romano, Maria Grazia; Zhou, Zeyang | |
Digital Object Identifier (DOI): 10.1002/fut.21822 Codice identificativo ISI: WOS:000397180500004 Codice identificativo SCOPUS: 2-s2.0-85001781143 | |
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