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Index arbitrage as cross-sectional market making

Holden, Craig W. - In: The journal of futures markets 15 (1995) 4, pp. 423-455

Persistent link: https://www.econbiz.de/10001185356

Long-lived private information and imperfect competition

Holden, Craig W. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 247-270

Persistent link: https://www.econbiz.de/10001124507

Risk aversion, imperfect competition, and long-lived information

Holden, Craig W. - In: Economics letters 44 (1994) 1, pp. 181-190

Persistent link: https://www.econbiz.de/10001163997

An integrated model of market and limit orders

Chakravarty, Sugato - In: Journal of financial intermediation 4 (1995) 3, pp. 213-241

Persistent link: https://www.econbiz.de/10001186724

What are the best liquidity proxies for global research?

Fong, Kingsley Y. L.; Holden, Craig W.; Trzcinka, Charles - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1355-1401

Persistent link: https://www.econbiz.de/10011803836

On the existence of linear equilibria in models of market making

Bagnoli, Mark Edward; Viswanathan, S.; Holden, Craig W. - In: Mathematical finance : an international journal of … 11 (2001) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10001650917

News events, information acquisition, and serial correlation

Holden, Craig W.; Subrahmanyam, Avanidhar - In: The journal of business : B 75 (2002) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001641877

A simple model of payment for order flow, internalization, and total trading cost

Battalio, Robert H.; Holden, Craig W. - In: Journal of financial markets 4 (2001) 1, pp. 33-71

Persistent link: https://www.econbiz.de/10001539061

A Theory of Optimal Institutional Trading

Holden, Craig W. - 2015

I develop a theory of optimal trading by an institutional trader who receives a parent order (i.e., an overall trading request) from a fund manager to buy a specific quantity of a particular stock over a specified time horizon. The trader selects child orders to be submitted each period over the...

Persistent link: https://www.econbiz.de/10013033129