OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY (Q2927946)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY |
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OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY (English)
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5 November 2014
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market impact model
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optimal order execution
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limit order book
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resilience
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time-varying liquidity
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price manipulation
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transaction-triggered price manipulation
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