Strategic trading with information acquisition and long-memory stochastic liquidity

From MaRDI portal
Publication:6167433

DOI10.1016/j.ejor.2022.11.028MaRDI QIDQ6167433

Jinhui Han, Xiaolong Li, Adrian Patrick Kennedy, Guiyuan Ma

Publication date: 10 July 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)




Related Items (1)



Cites Work


This page was built for publication: Strategic trading with information acquisition and long-memory stochastic liquidity