Pages that link to "Item:Q2786341"
From MaRDI portal
The following pages link to AN ANALYSIS OF THE SUPPLY CURVE FOR LIQUIDITY RISK THROUGH BOOK DATA (Q2786341):
Displaying 13 items.
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- Signing trades and an evaluation of the Lee-Ready algorithm (Q470417) (← links)
- Liquidity risk, price impacts and the replication problem (Q483927) (← links)
- A limit order book model for latency arbitrage (Q1938985) (← links)
- OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY (Q2862513) (← links)
- Reduced form modeling of limit order markets (Q2873532) (← links)
- A liquidity-based model for asset price bubbles (Q2873554) (← links)
- Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843) (← links)
- Risk measuring under liquidity risk (Q4610215) (← links)
- Liquidity Suppliers and High Frequency Trading (Q5250043) (← links)
- IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING (Q5281718) (← links)
