Price impact equilibrium with transaction costs and TWAP trading
Year of publication: |
2022
|
---|---|
Authors: | Noh, Eunjung ; Weston, Kim |
Subject: | Transaction costs | Price impact | Equilibrium | Targeted trading | TWAP | Incompleteness | Trading frictions | Transaktionskosten | Theorie | Theory | Allgemeines Gleichgewicht | General equilibrium | Unvollkommener Markt | Incomplete market | Börsenkurs | Share price | Wertpapierhandel | Securities trading |
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