Optimal liquidation strategies and their implications
Year of publication: |
2007
|
---|---|
Authors: | Ting, Christopher ; Warachka, Mitch ; Zhao, Yonggan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 4, p. 1431-1450
|
Subject: | Finanzmarkt | Financial market | Liquidität | Liquidity | Transaktionskosten | Transaction costs | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Theorie | Theory |
-
The multiple dimensions of liquidity
Garabedian, Garo, (2020)
-
Liquidity provider incentives in fragmented securities markets
Clapham, Benjamin, (2018)
-
Invariance in buy-sell switching points
Bae, Kyoung-hun, (2020)
- More ...
-
Optimal liquidation strategies and their implications
Ting, Christopher, (2007)
-
Optimal liquidation strategies and their implications
Ting, Christopher, (2007)
-
Using high-frequency transaction data to estimate the probability of informed trading
Tay, Anthony S. A., (2009)
- More ...