DYNAMIC TRADING VOLUME-Reference-Cited by-同舟云学术

DYNAMIC TRADING VOLUME

Published:2015-06-19 Issue:2 Volume:27 Page:313-349
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:Mathematical Finance

Author:

Guasoni Paolo¹,Weber Marko²

Affiliation:

1. Boston University and Dublin City University

2. Dublin City University and Scuola Normale Superiore

Funder

National Science Foundation

Science Foundation Ireland

Seventh Framework Programme

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12099

Reference43 articles.

1. A Theory of Intraday Patterns: Volume and Price Variability

2. Optimal execution of portfolio transactions

3. Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility

4. Portfolio Choice with Illiquid Assets

5. Bank P. andD.Kramkov(2011a):A Model for a Large Investor Trading at Market Indifference Prices. i: Single‐Period Case arXiv preprint arXiv:1110.3224.

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