Article
Rigorous Post-Trade Market Impact Measurement and the Price Formation Process
Charles-Albert Lehalle and Ngoc Minh Dang
Trading Spring 2010, 2010 (1) 108-114
Charles-Albert Lehalle
is the head of quantitative research at Crédit Agricole Cheuvreux, CA CIB Group in Paris, France.
Ngoc Minh Dang
is a Ph.D. student at CEREMADE, University Paris Dauphine in France.
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Rigorous Post-Trade Market Impact Measurement and the Price Formation Process
Charles-Albert Lehalle, Ngoc Minh Dang
Trading Mar 2010, 2010 (1) 108-114;
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