Browsing by Author Lo, Kelvin

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Issue DateTitleAuthor(s)Citation
2004Algorithmic Trade Execution And Market ImpactCoggins, Richard; Lim, Marcus; Lo, Kelvin; Electrical Engineering; Economics Faculty Admin; Economics Faculty AdminAlgorithmic Trade Execution And Market Impact, First International Workshop on Intelligent Finance, vol.N/A,(),2004,pp 518-547
2004Modelling Price Impact On The ASXCoggins, Richard; Lo, Kelvin; Electrical Engineering; Economics Faculty AdminModelling Price Impact On The ASX, Second IASTED International Conference on Financial Engineering and Applications, vol.N/A,(),2004,pp 249-258