Price impact equilibrium with transaction costs and TWAP trading
Eunjung Noh, Kim Weston
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-021-00306-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167754