Journal of Financial Markets
Vol. 16
No. 1
2013
Optimal trading strategy and supply/demand dynamics
Anna A.
Obizhaeva1;
Jiang
Wang2,3,4
1 University of Maryland, College Park · 2 NBER, USA · 3 Sloan School of Management, MIT, 100 Main Street, Cambridge, MA 02142, USA · 4 CAFR, China
- DOI
- 10.1016/j.finmar.2012.09.001
- Volume
- 16
- Issue
- 1
- Pages
- 1-32
- Language
- en
- Sources
-
crossref
openalex
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