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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

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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

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It is available for use in manuscripts, and will be published when the Dataset is made public.