Information and trading targets in a dynamic market equilibrium
Year of publication: |
2019
|
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Authors: | Choi, Jin Hyuk ; Larsen, Kasper ; Seppi, Duane J. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 132.2019, 3, p. 22-49
|
Subject: | Market microstructure | Optimal order execution | Order-splitting | Parent and child orders | Portfolio rebalancing | Marktmikrostruktur | Theorie | Theory | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection |
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