High-Frequency Trading around Large Institutional Orders

V.L. van Kervel, Albert J. Menkveld

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages53
Volume17-092/IV
Publication statusPublished - 2017

Publication series

NameTI Discussion Paper Series
PublisherTinbergen Institute
No.092/IV
Volume17

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