The cross-interval price impact model and its empirical analysis on cryptocurrency order book

Bin Teng, Sicong Wang, Qinghua Ren, Qi Hao, Yufeng Shi. The cross-interval price impact model and its empirical analysis on cryptocurrency order book. Personal and Ubiquitous Computing, 27(4):1585-1593, August 2023. [doi]

Abstract

Abstract is missing.