1. Direct estimation of equity market impact;Almgren;Risk,2005
2. Benchmarks in the spotlight: The impact on exchange traded markets;Aspris,2020
3. Principal trading arrangements;Baldauf,2020
4. A closed-form execution strategy to target volume weighted average price;Cartea;SIAM J. Financ. Math.,2016
5. Commodity Futures Trading Commission, 2013. CFTC v Daniel Shak and SHK Management LLC. http://dodd-frank.com/wp-content/uploads/2013/12/Shak-SHK-banging-the-close.pdf.