![Economics / Stock market / Order / Market impact / Bid–offer spread / Volume-weighted average price / Futures contract / Short / Market microstructure / Financial markets / Financial economics / Investment Economics / Stock market / Order / Market impact / Bid–offer spread / Volume-weighted average price / Futures contract / Short / Market microstructure / Financial markets / Financial economics / Investment](https://www.pdfsearch.io/img/509e99c69b010db31bb6313fdcf8b962.jpg) Date: 2013-02-04 04:07:44Economics 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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