Optimal Trading Strategy and Supply/Demand Dynamics
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https://www.nber.org/papers/w11444
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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
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美国国家经济研究局创建时间：
2005-06-01
