Dynamic trading volume
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Publication:6497100
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Cites work
- scientific article; zbMATH DE number 3664138 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 1478492 (Why is no real title available?)
- A model for a large investor trading at market indifference prices. I: Single-period case
- A model for a large investor trading at market indifference prices. II: Continuous-time case.
- An equilibrium characterization of the term structure
- Continuous Auctions and Insider Trading
- Information, trade and common knowledge
- Liquidity risk and arbitrage pricing theory
- Optimal Liquidity Trading*
- Option hedging for small investors under liquidity costs
- Portfolio Selection with Transaction Costs
- Portfolio selection with transactions costs
- Portfolios and risk premia for the long run
- Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
- Stock price distributions with stochastic volatility: an analytic approach
- The pricing of options and corporate liabilities
- Transaction costs, trading volume, and the liquidity premium
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