Optimal liquidation strategies on intraday liquidity patterns

被引：0
|
作者：
Antai School of Economics and Management, Shanghai Jiaotong Univ., Shanghai 200052, China [1 ]
机构：
来源：
Shanghai Jiaotong Daxue Xuebao | 2006年 / 4卷 / 636-640期
关键词：
8;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [1] Optimal liquidation strategies on different intraday liquidity patterns
    Xie, Y
    Tian, P
    Xu, J
    [J]. PROCEEDINGS OF THE 2005 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING (12TH), VOLS 1- 3, 2005, : 1710 - 1714
  • [2] Optimal pricing of intraday liquidity
    Martin, A
    [J]. JOURNAL OF MONETARY ECONOMICS, 2004, 51 (02) : 401 - 424
  • [3] Optimal liquidation under stochastic liquidity
    Becherer, Dirk
    Bilarev, Todor
    Frentrup, Peter
    [J]. FINANCE AND STOCHASTICS, 2018, 22 (01) : 39 - 68
  • [4] Optimal liquidation under stochastic liquidity
    Dirk Becherer
    Todor Bilarev
    Peter Frentrup
    [J]. Finance and Stochastics, 2018, 22 : 39 - 68
  • [5] Intraday liquidity patterns in limit order books
    Malik, Azeem
    Ng, Wing Lon
    [J]. STUDIES IN ECONOMICS AND FINANCE, 2014, 31 (01) : 46 - +
  • [6] Intraday liquidity patterns in Indian stock market
    Krishnan, R.
    Mishra, Vinod
    [J]. JOURNAL OF ASIAN ECONOMICS, 2013, 28 : 99 - 114
  • [7] Liquidity and liquidation
    Kelly, David L.
    LeRoy, Stephen F.
    [J]. ECONOMIC THEORY, 2007, 31 (03) : 553 - 572
  • [8] Optimal liquidation strategies and their implications
    Ting, Christopher
    Warachka, Mitch
    Zhao, Yonggan
    [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2007, 31 (04): : 1431 - 1450
  • [9] Liquidity and Liquidation
    David L. Kelly
    Stephen F. LeRoy
    [J]. Economic Theory, 2007, 31 : 553 - 572
  • [10] The Investigation on Optimal Liquidation of Fund Portfolio Considering Liquidity Risk
    Yu Hongxia
    [J]. PROCEEDINGS OF THE 3RD (2011) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, VOLS 1 AND 2, 2011, : 694 - 697
12345