How much price impact should you expect on your large orders when market makers are responding strategically to it?
Albert J. Menkveld
Albert J. Menkveld
Andrea Vedolin (Boston University, United States)
Lucian Taylor (University of Pennsylvania, United States)
Mary Beth Watson-Manheim (University of Illinois Chicago, United States)
Angelos Georghiou (University of Cyprus)
Robert Miller (Carnegie Mellon University, United States)
Denni Tommasi (University of Bologna, Italy)
Norman Schürhoff (University of Lausanne, Zwitserland)
Jason Thatcher (Temple University, United States)
Alexander Ljungqvist (Stockholm School of Economics, Sweden)
Clement De Chaisemartin (SciencesPo, France and University of California at Santa Barbara (UCSB), currently on leave))
Victor Chernozhukov (MIT, United States)
Melissa Prado (Nova School of Business and Economics, Portugal)
Victor Chernozhukov (MIT, United States)
Nazarii Salish (Universidad Carlos III de Madrid, Spain)
Kristina Lauche (Radboud University)
Nicolas Schreuder (University of Genoa, Italy)
Claudia Archetti (ESSEC Business School, Paris)
Rodney Garratt (Bank for International Settlements, Switzerland, & UC Santa Barbara, US)
Claudia Noack (University of Oxford, United Kingdom)