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OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY

✍ Scribed by Fruth, Antje; Schöneborn, Torsten; Urusov, Mikhail

Book ID: 127007389
Publisher: John Wiley and Sons
Year: 2013
Tongue: English
Weight: 626 KB
Volume: 24
Category: Article
ISSN: 0960-1627
DOI: 10.1111/mafi.12022

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