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Search: subject:"Order execution"
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Securities trading
15
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15
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12
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12
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12
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12
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6
Optimal order execution
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optimal order execution
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Limit order book
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Order execution quality
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limit order book
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order execution
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ECONIS (ZBW)
22
RePEc
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1
Optimal contracts for delegated
order
execution
Larsson, Martin
;
Muhle-Karbe, Johannes
;
Weber, Benjamin
- In:
Mathematical finance : an international journal of …
35
(
2025
)
4
,
pp. 779-795
Persistent link: https://www.econbiz.de/10015461700
Saved in:
2
Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid
;
Cenesizoglu, Tolga
;
Grass, Gunnar
; …
- In:
Journal of forecasting
43
(
2024
)
8
,
pp. 2982-3008
Persistent link: https://www.econbiz.de/10015110592
Saved in:
3
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
Saved in:
4
When
order
execution
meets informed trading
Xu, Longjie
;
Shi, Yufeng
- In:
Quantitative finance
25
(
2025
)
4
,
pp. 577-590
Persistent link: https://www.econbiz.de/10015534120
Saved in:
5
Learning about latent dynamic trading demand
Chen, Xiao
;
Choi, Jin Hyuk
;
Larsen, Kasper
;
Seppi, Duane J.
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 615-658
Persistent link: https://www.econbiz.de/10013438875
Saved in:
6
Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid
;
Cenesizoglu, Tolga
;
Grass, Gunnar
; …
-
2021
Persistent link: https://www.econbiz.de/10012615644
Saved in:
7
Does the prohibition of trade-through hurt liquidity demanders?
Chen, Ningyuan
;
Gao, Pin
;
Kou, Steven
- In:
Operations research
71
(
2023
)
5
,
pp. 1458-1471
Persistent link: https://www.econbiz.de/10014393146
Saved in:
8
When does slower
order
execution
occur? : evidence from U.S. equity investors
Garvey, Ryan
;
Qin, Yaohua
- In:
Journal of asset management : a major new, …
23
(
2022
)
2
,
pp. 130-137
Persistent link: https://www.econbiz.de/10013171017
Saved in:
9
Inefficient market depth
Dugast, Jérôme
-
2017
Persistent link: https://www.econbiz.de/10011817641
Saved in:
10
Large platonic markets with delays
Limmer, Yannick
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
Saved in:
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