Informed Trading, Limit Order Book and Implementation Shortfall : Equilibrium and Asymptotics
Year of publication: |
2020
|
---|---|
Authors: | Çetin, Umut |
Other Persons: | Waelbroeck, Henri (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading |
Extent: | 1 Online-Ressource (56 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 9, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3551166 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Equilibrium in an electronic open limit order book
Glosten, Lawrence R., (1992)
-
Assessing the impact of algorithmic trading on markets : a simulation approach
Gsell, Markus, (2008)
-
Optimal execution in illiquid market with the absence of price manipulation
Kuno, Seiya, (2015)
- More ...
-
A New Approach to Understanding the Market Impact of Large Trading Orders
Gerig, Austin, (2008)
-
Algorithm switching : co-adaptation in the market ecology
Stephens, Chris, (2009)
-
Transaction cost analysis to optimize trading strategies
Gomes, Carla, (2010)
- More ...