Subject
Economics and Econometrics,Finance
Reference53 articles.
1. Sunshine trading and financial market equilibrium;Admati;Rev. Financ. Stud.,1991
2. Value under liquidation;Almgren;Risk,1999
3. Optimal execution of portfolio transactions;Almgren;J. Risk,2000
4. Performance of institutional trading desks: An analysis of persistence in trading costs;Anand;Rev. Financ. Stud.,2012
5. Augmenting Markets with Mechanisms;Antill;Rev. Econom. Stud.,2020