Pages that link to "Item:Q4610861"
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The following pages link to What is the Optimal Trading Frequency in Financial Markets? (Q4610861):
Displaying 16 items.
- Equilibrium effects of intraday order-splitting benchmarks (Q829334) (← links)
- Information acquisition with heterogeneous valuations (Q1995297) (← links)
- Rational destabilization in a frictionless market (Q1995315) (← links)
- Snowballing private information (Q2067351) (← links)
- Optimal market thickness (Q2123167) (← links)
- Learning about latent dynamic trading demand (Q2675363) (← links)
- Liquidity effects of trading frequency (Q4581291) (← links)
- Optimal Auction Duration: A Price Formation Viewpoint (Q5031656) (← links)
- Augmenting Markets with Mechanisms (Q5048654) (← links)
- Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← links)
- Market-making with search and information frictions (Q6072260) (← links)
- Information, market power and welfare (Q6139975) (← links)
- Auction timing and market thickness (Q6148583) (← links)
- CCP auction design (Q6537244) (← links)
- AHEAD: \textit{ad hoc} electronic auction design (Q6581626) (← links)
- Information spillover in markets with heterogeneous traders (Q6664611) (← links)