A Comprehensive Market Microstructure Model: Considering the Inventory Holding Costs
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2766770
Subject(s) - market microstructure , microstructure , business , econometrics , economics , finance , materials science , order (exchange) , metallurgy
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