Transaction duration and asymmetric price impact of trades - Evidence from Australia

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	91-102
Journal	Journal of Empirical Finance
Volume	18
DOIs	https://doi.org/10.1016/j.jempfin.2010.09.001
Publication status	Published - 2011

Access to Document

@article{5807ab886eae4025a08dfbdcdb91523b,

title = "Transaction duration and asymmetric price impact of trades - Evidence from Australia",

author = "Joey Yang",

year = "2011",

doi = "10.1016/j.jempfin.2010.09.001",

language = "English",

volume = "18",

pages = "91--102",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier",

}