Price impact equilibrium with transaction costs and TWAP trading (Q2120598)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price impact equilibrium with transaction costs and TWAP trading |
scientific article |
Statements
Price impact equilibrium with transaction costs and TWAP trading (English)
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1 April 2022
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transaction costs
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price impact
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equilibrium
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targeted trading
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TWAP
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incompleteness
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trading frictions
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