"Optimal Trade Execution Under Endogenous Order Flow."

Ying Chen, Ulrich Horst, Hoang Hai Tran (2026)

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DOI: 10.1287/OPRE.2023.0151

access: closed

type: Journal Article

metadata version: 2026-02-03

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Ying Chen, Ulrich Horst, Hoang Hai Tran:
Optimal Trade Execution Under Endogenous Order Flow. Oper. Res. 74(1): 72-92 (2026)

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