Large Orders in Small Markets: Execution with Endogenous Liquidity Supply

Agostino Capponi, Albert J. Menkveld, Hongzhong Zhang

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper Series
Volume	23-040/IV

Access to Document

Large orders in small markets: execution with endogenous liquidity supply
Capponi, A., Menkveld, A. J. & Zhang, H., Jan 2025, In: Review of Finance. 29, 1, p. 201-239 39 p.
Research output: Contribution to Journal › Article › Academic › peer-review

Open Access

@techreport{f72077ca42db4b05bb885a26ee266368,

title = "Large Orders in Small Markets: Execution with Endogenous Liquidity Supply",

author = "Agostino Capponi and Menkveld, {Albert J.} and Hongzhong Zhang",

year = "2023",

language = "English",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}