Dynamic trading policies with price impact

2005 ◽  
Vol 29 (5) ◽  
pp. 891-930 ◽  
Author(s):  
Hua He ◽  
Harry Mamaysky
Keyword(s):  
Price Impact ◽  
Dynamic Trading

Dynamic Trading Policies With Price Impact

2001 ◽  
Author(s):  
Hua He ◽  
Harry Mamaysky
Keyword(s):  
Price Impact ◽  
Dynamic Trading

The Price Impact of Large Hedging Trades

2009 ◽  
Author(s):  
Brian J. Henderson ◽  
Neil D. Pearson
Keyword(s):  
Price Impact

Arbitrage-Free Price-Update and Price-Impact Functions

2000 ◽  
Author(s):  
Werner Stanzl ◽  
Gur Huberman
Keyword(s):  
Price Impact

Blocktrades in OTC Options Markets: Price Impact and Liquidity Effects

2019 ◽  
Author(s):  
Ruediger Kiesel ◽  
Alessio Pietrobono
Keyword(s):  
Price Impact ◽  
Options Markets

Profitable Price Impact: The Case of Convertible Bond Arbitrage

2019 ◽  
Author(s):  
Milad Nozari ◽  
Michael Pascutti ◽  
Heather Tookes
Keyword(s):  
Price Impact ◽  
Convertible Bond

Liquidity, Price Impact, and Foreign Trading: Does Identity Matter?

2005 ◽  
Author(s):  
Catherine A. Bonser-Neal ◽  
Steven L. Jones ◽  
David Linnan ◽  
Robert Neal
Keyword(s):  
Price Impact ◽  
Foreign Trading
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