Incorporating order-flow into optimal execution (Q300846)
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scientific article; zbMATH DE number 6599327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incorporating order-flow into optimal execution |
scientific article; zbMATH DE number 6599327 |
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Incorporating order-flow into optimal execution (English)
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29 June 2016
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order-flow
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algorithmic trading
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high frequency trading
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acquisition
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liquidation
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price impact
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