Stock Price Impact Models Study on R@CMon Phase 2
· 3 min read
Paul Lajbcygier, Associate Professor from the Faculty of Business and Economics, Monash University is studying one of the important changes that affects the cost of trading in financial markets. This change relates to the effects of trading to prices, known as _"price impact", _which is brought by wide propagation of algorithmic and high frequency trading and augmented by technological and computational advances.