Date: 2013-02-04 04:07:44

Economics

Stock market

Order

Market impact

Bid–offer spread

Volume-weighted average price

Futures contract

Short

Market microstructure

Financial markets

Financial economics

Investment

Market impact and trading profile of large trading orders in stock markets Esteban Moro,1, 2 Javier Vicente,3 Luis G. Moyano,2 Austin Gerig,4, 3 J. Doyne Farmer,3, 5 Gabriella Vaglica,6 Fabrizio Lillo,3, 6, 7 and Rosario

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