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Adverse selection and liquidity: from theory to practice
Kyle, Albert S., (2020)
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad, (2019)
Optimal execution horizon
Easley, David, (2015)
Information-based trading, price impact of trades, and trade autocorrelation
Chung, Kee H., (2005)
Security analysis, dealer-analyst collaboration, and market quality : evidence from the NASDAQ market in the USA
Chung, Kee H., (2012)
Information-Based Trading, Price Impact of Trades, and Trade Autocorrelation
Chung, Kee H., (2004)