Size Discovery

Author:

Duffie Darrell1,Zhu Haoxiang2

Affiliation:

1. Stanford University Graduate School of Business and NBER

2. MIT Sloan School of Management and NBER

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Reference44 articles.

1. An extension of the basic theorems of classical welfare economics.;Arrow,;Second Berkeley Symposium on Mathematical Statistics and Probability,1951

2. The property rights doctrine and demand revelation under incomplete information.;Boskin;Economics and Human Welfare,1979

3. Markets with a continuum of traders.;Aumann,;Econometrica,1964

4. Demand reduction, inefficiency and revenues in multi-unit auctions.;Ausubel,;Review of Economic Studies,2014

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2. Optimal liquidation using extended trading close for multiple trading days;Financial Innovation;2024-03-22

3. Welfare and Gains from Trade in Dark Pools;SSRN Electronic Journal;2024

4. Order splitting and interacting with a counterparty;Journal of Financial Markets;2023-11

5. When large traders create noise;Journal of Financial Economics;2023-11

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