Work

Optimal Trade Execution Under Endogenous Order Flow

Year: 2025

Type: article

Source: Operations Research

DOI: 10.1287/opre.2023.0151

Authors: Ying Chen, Ulrich Horst, Hoang Hai Tran

Institutions: National University of Singapore, Risk Management Institute, Humboldt-Universität zu Berlin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4413635779

FWCI:

Cites: 56

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Related to: 10