交叉影响何时相关？

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-02-06 DOI:10.1080/14697688.2024.2302827

Victor Le Coz, Iacopo Mastromatteo, Damien Challet, Michael Benzaquen

引用次数: 0

摘要

一种资产的交易压力会影响另一种资产的价格，这种现象被称为交叉影响。利用美国上市的 500 种资产 5 年来的逐笔数据，我们发现了一种交叉影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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When is cross impact relevant?

Trading pressure from one asset can move the price of another, a phenomenon referred to as cross impact. Using tick-by-tick data spanning 5 years for 500 assets listed in the United States, we iden...

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.