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]
@article{TengWRHS23,
title = {The cross-interval price impact model and its empirical analysis on cryptocurrency order book},
author = {Bin Teng and Sicong Wang and Qinghua Ren and Qi Hao and Yufeng Shi},
year = {2023},
month = {August},
doi = {10.1007/s00779-021-01651-z},
url = {https://doi.org/10.1007/s00779-021-01651-z},
researchr = {https://researchr.org/publication/TengWRHS23},
cites = {0},
citedby = {0},
journal = {Personal and Ubiquitous Computing},
volume = {27},
number = {4},
pages = {1585-1593},
}