Optimal Trading Strategy and Supply/Demand Dynamics
收藏NBER2005-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11444
下载链接
链接失效反馈官方服务：
资源简介：
The supply/demand of a security in the market is an intertemporal, not a static, object and its dynamics is crucial in determining market participants' trading behavior. Previous studies on the optimal trading strategy to execute a given order focuses mostly on the static properties of the supply
提供机构：
美国国家经济研究局
创建时间：
2005-06-01
