Equilibrium effects of intraday order-splitting benchmarks (Q829334)
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scientific article
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| English | Equilibrium effects of intraday order-splitting benchmarks |
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Equilibrium effects of intraday order-splitting benchmarks (English)
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5 May 2021
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dynamic trading
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TWAP
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VWAP
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portfolio rebalancing
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liquidity
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market-maker inventory
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equilibria
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market microstructure
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0.7680948376655579
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0.7510203123092651
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0.7442572116851807
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0.7420146465301514
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0.7337497472763062
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