RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513): Difference between revisions

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@@ Property / cites work @@
+Optimal execution strategies in limit order books with general shape functions
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+Optimal execution with nonlinear impact functions and trading-enhanced risk
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+Information in Securities Markets: Kyle Meets Glosten and Milgrom
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+Liquidity Models in Continuous and Discrete Time
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+Optimal Liquidity Trading*
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+Continuous Auctions and Insider Trading
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+THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING
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+Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
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+Optimal investment and consumption with transaction costs
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+https://doi.org/10.1142/s0219024913500374
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+W3125045500
@@ Property / OpenAlex ID: W3125045500 / rank @@
+Normal rank