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Single- and multiplayer trade execution strategies under transient price impact
Strehle, Elias - 2017
Persistent link: https://www.econbiz.de/10012197703
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Inferring trade directions in fast markets
Jurkatis, Simon Willi - 2020
Persistent link: https://www.econbiz.de/10012597973
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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Three essays in financial economics under asymmetric information
Strobl, Günter - 2005
Persistent link: https://www.econbiz.de/10003554471
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
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What do we really know about the cross-sectional relation between past and expected returns?
Grinblatt, Mark; Moskowitz, Tobias J. - 2002
Persistent link: https://www.econbiz.de/10001645389
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The dynamic response of stock prices under asymmetric information and inventory costs : theory and evidence
Minh-Chau; Lim, Terence - 2000
Persistent link: https://www.econbiz.de/10001624163
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Unternehmensbewertung und Marktpreisfindung : zur Mikrostruktur des Kapitalmarktes
Casey, Christopher - 2000
Persistent link: https://www.econbiz.de/10001461309
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1999
Persistent link: https://www.econbiz.de/10001408440
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A market microstructure view of the informational efficiency of security prices
Schwartz, Robert A. - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 75-84
Persistent link: https://www.econbiz.de/10012613445