OpenAlex
Stock Liquidation Via Stochastic Approximation Using Nasdaq Daily And Intra Day Data
Work
Year: 2006
Type: article
Source: Mathematical Finance
Authors George Yin, Q. Zhang, F. Liu, R. H. Liu, Yichen Cheng
Institutions Wayne State University, University of Georgia, University of Dayton
Cites: 18
Cited by: 23
Related to: 10
FWCI: 2.774
Citation percentile (by year/subfield): 89.97
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed