Price impact equilibrium with transaction costs and TWAP trading
Eunjung Noh, Kim Weston
| Year of publication: |
2022
|
|---|---|
| Authors: | Noh, Eunjung ; Weston, Kim |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 16.2022, 1, p. 187-204
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| 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 |
Online Resource
| 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