1
$\begingroup$

If a stock is having ask = 100$ for 100 shares Ask size, and I put a buy market order for 1000 shares, is there an approach to estimate that this buy order will move up the stock price by what %?

I am looking for a general approach as I understand that the question may not have a definite answer. Let us assume no iceberg orders or dark pools.

$\endgroup$
  • 4
    $\begingroup$ Research "market impact". $\endgroup$ – Joshua Ulrich Feb 13 '14 at 22:09

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.