├── README.md ├── analyze-response-function ├── Assignment2.pdf ├── README.md └── assignment2_code.ipynb └── imbalance-return-relationship ├── Assignment3.pdf ├── README.md └── assignment3_code.ipynb /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwubn/market-microstructure/HEAD/README.md -------------------------------------------------------------------------------- /analyze-response-function/Assignment2.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwubn/market-microstructure/HEAD/analyze-response-function/Assignment2.pdf -------------------------------------------------------------------------------- /analyze-response-function/README.md: -------------------------------------------------------------------------------- 1 | # Analyzing Response Function of Market Impact at Microstructure Level 2 | -------------------------------------------------------------------------------- /analyze-response-function/assignment2_code.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwubn/market-microstructure/HEAD/analyze-response-function/assignment2_code.ipynb -------------------------------------------------------------------------------- /imbalance-return-relationship/Assignment3.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwubn/market-microstructure/HEAD/imbalance-return-relationship/Assignment3.pdf -------------------------------------------------------------------------------- /imbalance-return-relationship/README.md: -------------------------------------------------------------------------------- 1 | # Imbalance-Return Relationship at Microstructure Level 2 | -------------------------------------------------------------------------------- /imbalance-return-relationship/assignment3_code.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jwubn/market-microstructure/HEAD/imbalance-return-relationship/assignment3_code.ipynb --------------------------------------------------------------------------------