OPTIMAL EXECUTION HORIZON (Q5262523)
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scientific article; zbMATH DE number 6458952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL EXECUTION HORIZON |
scientific article; zbMATH DE number 6458952 |
Statements
OPTIMAL EXECUTION HORIZON (English)
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15 July 2015
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liquidity
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flow toxicity
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broker
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VWAP
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market microstructure
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adverse selection
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probability of informed trading
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VPIN
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OEH
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0.8750787
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0.8742528
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0.85902005
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0.85412794
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0.85300475
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0.85149294
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