Publication detail

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:

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