Serving the Quantitative Finance Community
Market Impact Measure
Hi everybody,I've read many papers about the market impact and I have not found a clear paper that explain how to measure it accurately.Can anyone help me plz?Thanks
-
- GregWallace
- Posts: 1
- Joined:
- Location: United Kingdom
- Contact:
Market Impact Measure
It might be worthwhile to have a look at EQimpact.com.EQ estimates the ex-ante market impact of 8,500 stocks across 52 markets each day.