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Remapping the Flow of Funds
Funds Remapping
2015/7/23
The Flow of Funds Accounts are a crucial data source on credit market positions in the
U.S. economy. In particular, they combine regulatory data from various sources to produce
a consistent set of &...
A Theory for Market Impact: How Order Flow Affects Stock Price
Theory Market Impact Order Flow Affects Stock Price
2010/12/17
It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I ...