The Price Impact of Stock Trades: Evidence from the Prague Stock Exchange
| Author(s): | PhDr. Vít Bubák, M.A., Ph.D., |
|---|---|
| Type: | IES Working Papers |
| Year: | 2006 |
| Number: | 19 |
| ISSN / ISBN: | |
| Published in: | IES Working Papers, 19/2006 |
| Publishing place: | |
| Keywords: | vector autoregressive model, market microstructure, price impact of stock trades |
| JEL codes: | G14, G18 |
| Suggested Citation: | |
| Grants: | IES Research Framework Institutional task (2005-2011) Integration of the Czech economy into European union and its development |
| Abstract: |
