Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference46 articles.
1. Asset pricing and the bid-ask spread;Amihud;J. Financ. Econ.,1986
2. Liquidity and autocorrelations in individual stock returns;Avramov;J. Finance,2006
3. Insider trading in continuous time;Back;Rev. Financ. Stud.,1992
4. Optimal transport and risk aversion in kyle’s model of informed trading;Back;Working Paper,2021
5. Market statistics and technical analysis: the role of volume;Blume;J. Finance,1994