Strategic Order Splitting in Automated Markets-Reference-Cited by-同舟云学术

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Strategic Order Splitting in Automated Markets

Published:2009 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Tkatch Isabel,Alam Zinat S.

Publisher

Elsevier BV

Reference14 articles.

1. A theory of intraday trading patterns: volume and price variability;A Admati;Review of Financial Studies,1988

2. Optimal execution with nonlinear impact functions and trading-enhanced risk;R Almgren;Applied Mathematical Finance,2003

3. An empirical analysis of the limit order book and the order flow in the Paris Bourse;B Biais;Journal of Finance,1995

4. Optimal control of execution costs;D Bertsimas;Journal of Financial Markets,1998

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Predicting ETF liquidity;Australian Journal of Management;2023-01-10

2. On the Design of Agent-Based Artificial Stock Markets;Communications in Computer and Information Science;2013

3. A Generic Architecture for Realistic Simulations of Complex Financial Dynamics;Advances in Intelligent and Soft Computing;2010

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