Information and trading targets in a dynamic market equilibrium
Year of publication: |
2019
|
---|---|
Authors: | Choi, Jin Hyuk ; Larsen, Kasper ; Seppi, Duane J. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 132.2019, 3, p. 22-49
|
Subject: | Market microstructure | Optimal order execution | Order-splitting | Parent and child orders | Portfolio rebalancing | Portfolio-Management | Portfolio selection | Marktmikrostruktur | Theorie | Theory | Wertpapierhandel | Securities trading |
-
Equilibrium effects of intraday order-splitting benchmarks
Choi, Jin Hyuk, (2021)
-
Optimal trade execution and price manipulation in order books with time-varying liquidity
Fruth, Antje, (2014)
-
Optimal execution and price manipulations in time-varying limit order books
Alfonsi, Aurélien, (2014)
- More ...
-
Information and Trading Targets in a Dynamic Market Equilibrium
Choi, Jin Hyuk, (2018)
-
Equilibrium Effects of Intraday Order-Splitting Benchmarks
Choi, Jin Hyuk, (2020)
-
Equilibrium effects of intraday order-splitting benchmarks
Choi, Jin Hyuk, (2021)
- More ...