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141
Optimal execution with liquidity risk in a diffusive order book market
Lee, Hyoeun
;
Lee, Kiseop
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014444510
Saved in:
142
Large orders in small markets : execution with endogenous liquidity supply
Capponi, Agostino
;
Menkveld, Albert J.
;
Zhang, Hongzhong
-
2023
Persistent link: https://www.econbiz.de/10014327645
Saved in:
143
Momentum crashes
Daniel, Kent
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
Saved in:
144
Zyklische und antizyklische Handelsstrategien :
Theorie
und empirische Überprüfung am Schweizer
Aktienmarkt
Dressendörfer, Maximilian
-
1999
Persistent link: https://www.econbiz.de/10013438253
Saved in:
145
Kurspolitik von Aktienhändlern : ein Finanzmarktmodell mit unvollständiger Information
Kaul, Michael
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001573529
Saved in:
146
Liquidity and Information-Based Trading on the Order Driven Capital Market : The Case of Prague Stock Exchange
Nemecek, Libor
-
2010
This paper investigates the relation between liquidity and information-based trading in the context of an order-driven auction. A model similar in spirit to that of Easley et al. (1996) is used to determine how often new information occurs and how it influences the composition of orders...
Persistent link: https://www.econbiz.de/10013148686
Saved in:
147
Ranking the trading symbols of the largest companies listed in the Tehran stock exchange based on the probability of informed trade criteria
Mirbagherijam, Mohammad
- In:
Iranian economic review : journal of University of Tehran
24
(
2020
)
3
,
pp. 567-589
Persistent link: https://www.econbiz.de/10012417661
Saved in:
148
Traders and time : who moves the market?
Ferriani, Fabrizio
- In:
Studies in economics and finance
32
(
2015
)
1
,
pp. 74-97
Persistent link: https://www.econbiz.de/10011380757
Saved in:
149
A behavioural model of investor sentiment in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Shi, Lei
;
Wei, Lijian
-
2014
Persistent link: https://www.econbiz.de/10010349284
Saved in:
150
Trading mechanisms and market quality : limit-order books versus dealership markets
Xing, Xiaochuan
;
Xue, Yi
- In:
Economics letters
154
(
2017
),
pp. 35-44
Persistent link: https://www.econbiz.de/10011810715
Saved in:
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