Journal of Financial Markets
Vol. 50
2020
Intraday market making with overnight inventory costs
Tobias
Adrian1;
Agostino
Capponi2;
Michael
Fleming3;
ERIK
VOGT4;
Hongzhong
Zhang2
1 International Monetary Fund · 2 Columbia University · 3 Federal Reserve Bank of New York · 4 Citadel
open access
- DOI
- 10.1016/j.finmar.2020.100564
- Volume
- 50
- Pages
- 100564
- Language
- en
- Sources
-
crossref
openalex
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