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Optimal pricing of intraday liquidity
Martin, Antoine, (2004)
Asset pricing with large investors
Malamud, Semyon, (2017)
Mathematical models of price impact and optimal portfolio management in llliquid markets
Andreev, Nikolay, (2015)
Understanding the price reaction to large dividend increases
Asem, Ebenezer, (2023)
Are dividend changes exploited in the equity market?
Asem, Ebenezer, (2022)
Dividends and price momentum
Asem, Ebenezer, (2009)