Optimal liquidation and adverse selection in dark pools
Year of publication: |
2018
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Authors: | Kratz, Peter ; Schöneborn, Torsten |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 28.2018, 1, p. 177-210
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Subject: | dark pools | optimal liquidation | adverse selection | market microstructure | illiquid markets | Adverse Selektion | Adverse selection | Theorie | Theory | Liquidität | Liquidity | Marktmikrostruktur | Market microstructure | Marktliquidität | Market liquidity | Asymmetrische Information | Asymmetric information | Geld-Brief-Spanne | Bid-ask spread | OTC-Handel | OTC market | Wertpapierhandel | Securities trading |
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