摘要 : Institutional investors have a strong incentive to find natural counterparties to be able to trade larger amounts at lower costs. We show theoretically that order splitting allows institutional investors to gradually detect each o... 展开
作者 | van Kervel~ Vincent Kwan~ Amy Westerholm~ P. Joakim |
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作者单位 | |
期刊名称 | 《Journal of Financial Markets》 |
页码/总页数 | 1.1-1.31 / 31 |
语种 | 英语 |
关键词 | Order splitting Liquidity |
DOI | 10.1016/j.finmar.2023.100850 |
馆藏号 | F-501 |