HIGHLIGHTS
- What: The study presents a detailed mathematical analysis of price impact across three different market models: constant sum constant product and order book. The study of price impact is essential for several reasons. This model has been widely used to study how information asymmetry and liquidity affect price impact. By analyzing the price impact within these frameworks, the authors aim to provide a clear understanding of how market dynamics influence pricing mechanisms.
- Who: ___________________________________________________________________________________ et al. from the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" have published the research work: Price Impact . . .
If you want to have access to all the content you need to log in!
Thanks :)
If you don't have an account, you can create one here.