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Optimal Trading Strategy and Supply/Demand Dynamics

2005233 citationsJournal Articlegreen Open Access

Authors

Anna A. Obizhaeva · New Economic School

Jiang Wang · Massachusetts Institute of Technology

Topics & Keywords

Economic theories and models Financial Markets and Investment Strategies Complex Systems and Time Series Analysis

Publication Details

Published in: SSRN Electronic Journal

DOI: 10.2139/ssrn.686168

Optimal Trading Strategy and Supply/Demand Dynamics | Researchclopedia