Does the prohibition of trade-through hurt liquidity demanders?
Year of publication: |
2023
|
---|---|
Authors: | Chen, Ningyuan ; Gao, Pin ; Kou, Steven |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 5, p. 1458-1471
|
Subject: | dynamic programming | equilibrium | market microstructure | model-free | order execution | Marktmikrostruktur | Market microstructure | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Wertpapierhandel | Securities trading |
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