Pages that link to "Item:Q4554719"
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The following pages link to Strategic Cross-Trading in the U.S. Stock Market* (Q4554719):
Displaying 9 items.
- Portfolio choice, attention allocation, and price comovement (Q1958956) (← links)
- Shareholder disputes and commonality in liquidity: evidence from the equity markets in China (Q2172553) (← links)
- Cross-impact and no-dynamic-arbitrage (Q4628040) (← links)
- How to build a cross-impact model from first principles: theoretical requirements and empirical results (Q5079390) (← links)
- The Multivariate Kyle Model: More is Different (Q5112726) (← links)
- Optimal Execution with Rough Path Signatures (Q5112732) (← links)
- Cross-impact of order flow imbalance in equity markets (Q6063318) (← links)
- A characterisation of cross-impact kernels (Q6105369) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)