Publications

Maria Grazia ROMANO Publications


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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