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Immediate price impact of a stock and its warrant

The dataset contains the detail transaction records when marketable orders match the orders at the opposite of limit order book.

Data and Resources

Cite this as

Hai-Chuan Xu, Zhi-Qiang Jiang, Wei-Xing Zhou (2024). Dataset: Immediate price impact of a stock and its warrant. https://doi.org/10.57702/gqocgfyy

DOI retrieved: December 16, 2024

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.1142/S0217979217500485
Author Hai-Chuan Xu
More Authors
Zhi-Qiang Jiang
Wei-Xing Zhou
Homepage https://dx.doi.org/10.1007/s10993-018-0553-4