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Reducing the Cost of Stock Trading
0 references·2 citing·11 second hopsampled
Reducing the Cost of Stock Trading (1975)Reducing the Cost of Stock TradingOptimal control of execution costs (1998)Optimal control of execution …The implementation shortfall (1988)The implementation shortfallLifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Common factors in prices, order flows, and liquidity (2001)Stealth-trading: Which traders' trades move stock prices? (2001)Does Algorithmic Trading Improve Liquidity? (2011)The tricks of the trade (1980)What Does It Take to Win the Trading Game? (1981)Information Effects on the Bid-Ask Spread (1983)Optimal execution of portfolio transactions (2001)Liquidity of emerging markets (2005)
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  • 1998Optimal control of execution costs1,056 cited
  • 1988The implementation shortfall441 cited

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