Search Results - subject:"Inventory Risk"

Fleming, Michael J.; Nguyen, Giang H.; Rosenberg, Joshua V. - In: Journal of financial economics 158 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015072537

Deng, Zhijian; Yao, Yuhang - In: Finance research letters 66 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015057717

Boyarchenko, Nina; Larsen, Lars C.; Whelan, Paul - 2021 - Revised September 2021

predictions from dealer inventory risk models, we find (1) a strong negative link to end-of-day order imbalance; (2) reversals are …

Persistent link: https://www.econbiz.de/10012170744

Boyarchenko, Nina; Larsen, Lars C.; Whelan, Paul - 2021

predictions from dealer inventory risk models, we find (1) a strong negative link to end-of-day order imbalance; (2) reversals are …

Persistent link: https://www.econbiz.de/10012619494

Ovchinnikov, Anton; Pun, Hubert; Raz, Gal - In: Decision sciences 54 (2023) 1, pp. 29-42

Persistent link: https://www.econbiz.de/10014280007

Chen, Yenming J.; Ho, Wen-Hsien; Kuo, Hsin-Wen Hannibal; … - In: IEEE transactions on engineering management : EM 67 (2020) 2, pp. 454-465

Persistent link: https://www.econbiz.de/10012422632

Jackson, Peter L.; Muckstadt, John A.; Li, Yuexing - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 794-818

Persistent link: https://www.econbiz.de/10012000746

Davis, Andrew M.; Hyndmann, Kyle - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 1286-1304

Persistent link: https://www.econbiz.de/10012013615

Gündüz, Yalin; Nasev, Julia; Trapp, Monika - 2013

traders adjust the premium more for transactions with higher inventory risk. Third, trading with buy-side investors who …

Persistent link: https://www.econbiz.de/10010313126

Gündüz, Yalın; Nasev, Julia; Gehde-Trapp, Monika - 2013

traders adjust the premium more for transactions with higher inventory risk. Third, trading with buy-side investors who …

Persistent link: https://www.econbiz.de/10009751104

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