Optimal Execution with Dynamic Order Flow Imbalance (Q3456840)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Execution with Dynamic Order Flow Imbalance |
scientific article |
Statements
Optimal Execution with Dynamic Order Flow Imbalance (English)
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9 December 2015
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optimal execution
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order flow
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limit order books
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information footprint
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