Equilibrium effects of intraday order-splitting benchmarks
Jin Hyuk Choi, Kasper Larsen, Duane J. Seppi
| Year of publication: |
2021
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|---|---|
| Authors: | Choi, Jin Hyuk ; Larsen, Kasper ; Seppi, Duane J. |
| Subject: | Dynamic trading | TWAP | VWAP | Portfolio rebalancing | Liquidity | Market-maker inventory | Equilibria | Market microstructure | Marktmikrostruktur | Portfolio-Management | Portfolio selection | Theorie | Theory | Wertpapierhandel | Securities trading | Liquidität | Gleichgewichtsmodell | Equilibrium model | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-020-00278-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500028