Last look

DOI10.1080/14697688.2016.1262545zbMath1402.91725OpenAlexW4213246375MaRDI QIDQ4555124

Roel C. A. Oomen

Publication date: 19 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/68811/1/Oomen_Last%20look_2017.pdf

zbMATH Keywords

transaction costsover-the-counter marketslast lookexecution risktrading protocol

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites Work

• Unnamed Item
• Continuous Auctions and Insider Trading
• Execution in an aggregator
• The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *