Blar i Master Thesis på forfatter "Rasmussen, Thomas"
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Measuring the price impact from large trades and order flow: an empirical study in market microstructure on Oslo Stock Exchange
Thomassen, Skjalg Yngve; Rasmussen, Thomas (Master thesis, 2011)Theories of market microstructure suggest that large transactions can reveal information and hence impact prices. Extensive research finds support for such a price impact. However, we are not aware of any similar studies ...