Search Results - subject:"Trade execution"

Bordigoni, Giuliana; Figalli, Alessio; Ledford, Anthony; … - In: Applied mathematical finance 29 (2022) 4, pp. 288-330

Persistent link: https://www.econbiz.de/10014291948

Han, Seung-Oh; Huh, Sahn-Wook; Park, Jeayoung - In: Journal of empirical finance 70 (2023), pp. 276-307

Persistent link: https://www.econbiz.de/10014423707

Manapol Ekkayokkaya; Suppasit Jirajaroenying; Wolff, … - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 2, pp. 344-362

Persistent link: https://www.econbiz.de/10013166578

Ohnishi, Masamitsu; Shimoshimizu, Makoto - In: Asia Pacific financial markets 29 (2022) 2, pp. 253-289

Persistent link: https://www.econbiz.de/10013260071

Corsetti, Giancarlo; Lafarguette, Romain; Mehl, Arnaud - 2019

trade execution. We estimate that a 10 percent increase in entropy reduces the negative impact of macro news by over 60% for …

Persistent link: https://www.econbiz.de/10012142144

Corsetti, Giancarlo; Lafarguette, Romain; Mehl, Arnaud - 2019

Persistent link: https://www.econbiz.de/10012703265

Corsetti, Giancarlo; Lafarguette, Romain; Mehl, Arnaud - 2019

trade execution. We estimate that a 10 percent increase in entropy reduces the negative impact of macro news by over 60% for …

Persistent link: https://www.econbiz.de/10012037341

Corsetti, Giancarlo; Lafarguette, Romain; Mehl, Arnaud - 2019

Persistent link: https://www.econbiz.de/10012172721

Daníelsson, Jón; Panayi, Efstathios; Peters, Gareth; … - 2018

Persistent link: https://www.econbiz.de/10012213912

Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail - In: Finance and stochastics 25 (2021) 4, pp. 757-810

Persistent link: https://www.econbiz.de/10012665227

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