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]

Authors

Bin Teng

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Sicong Wang

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Qinghua Ren

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Qi Hao

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Yufeng Shi

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