Large Orders in Small Markets: Execution with Endogenous Liquidity Supply
Year of publication: |
2023
|
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Authors: | Capponi, Agostino ; Menkveld, Albert J. ; Zhang, Hongzhong |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Liquidity | market makers | welfare covariance matrices |
Series: | Tinbergen Institute Discussion Paper ; TI 2023-040/IV |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1854181300 [GVK] hdl:10419/273851 [Handle] RePEc:tin:wpaper:20230040 [RePEc] |
Classification: | G10 - General Financial Markets. General |
Source: |
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Verrier, Tatjana, (2010)
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Verrier, Tatjana,
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Kahraman, Bige, (2016)
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Large Orders in Small Markets : On Optimal Execution with Endogenous Liquidity Supply
Capponi, Agostino, (2019)
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Large orders in small markets : execution with endogenous liquidity supply
Capponi, Agostino, (2023)
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Large orders in small markets : execution with endogenous liquidity supply
Capponi, Agostino, (2023)
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