Information and Trading Targets in a Dynamic Market Equilibrium-Reference-Cited by-同舟云学术

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Information and Trading Targets in a Dynamic Market Equilibrium

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Choi Jin Hyuk,Larsen Kasper,Seppi Duane J.

Publisher

Elsevier BV

Reference45 articles.

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

2. Sunshine trading and financial market equilibrium;A Admati;Review of Financial Studies,1991

3. The market for 'lemons': Quality uncertainty and the market mechanism;G Akerlof;Quarterly Journal of Economics,1970

4. Value under liquidation;R Almgren;Risk,1999

5. Optimal execution of portfolio transactions;R Almgren;Journal of Risk,2000

Cited by 4 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. Trading Strategies and Information Flow Around Price Benchmarks;SSRN Electronic Journal;2018

2. Decomposing the Dynamics of Intra-Day Trading Activity and Trading Outcomes;SSRN Electronic Journal;2017

3. High-Frequency Trading around Large Institutional Orders;SSRN Electronic Journal;2015

4. Mathematical Foundations of Realtime Equity Trading. Liquidity Deficit and Market Dynamics. Automated Trading Machines.;SSRN Electronic Journal;2015

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