Optimal liquidation strategies and their implications
Year of publication: |
2007
|
---|---|
Authors: | Ting, Christopher ; Warachka, Mitch ; Zhao, Yonggan |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 4, p. 1431-1450
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
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 ...