Seppi, Duane J.
- Information and Trading Targets in a Dynamic Market Equilibrium
2015/02/07 by Choi, Jin Hyuk, Larsen, Kasper, Seppi, Duane J. · 1 citation
#FOS: Economics and business #General Finance (q-fin.GN) #Trading and Market Microstructure (q-fin.TR)
- Equilibrium Effects of Intraday Order-Splitting Benchmarks
2018/03/22 by Jin Hyuk Choi, Choi, Jin Hyuk, Kasper Larsen +3 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications