Large Orders in Small Markets: Execution with Endogenous Liquidity Supply

Original language	English
Publisher	Tinbergen Institute
Number of pages	49
Publication status	Published - 2023

Publication series

Name	TI Discussion Paper Series
Volume	23-040/IV

Access to Document

• https://papers.tinbergen.nl/23040.pdf

Persistent URL (handle)

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Research output

• 1 Article

• 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

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Capponi, A., Menkveld, A. J., & Zhang, H. (2023). Large Orders in Small Markets: Execution with Endogenous Liquidity Supply. (TI Discussion Paper Series; Vol. 23-040/IV). Tinbergen Institute. https://papers.tinbergen.nl/23040.pdf

Capponi, Agostino ; Menkveld, Albert J. ; Zhang, Hongzhong. / Large Orders in Small Markets: Execution with Endogenous Liquidity Supply. Tinbergen Institute, 2023. (TI Discussion Paper Series).

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

year = "2023",

language = "English",

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publisher = "Tinbergen Institute",

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Capponi, A, Menkveld, AJ & Zhang, H 2023 'Large Orders in Small Markets: Execution with Endogenous Liquidity Supply' TI Discussion Paper Series, vol. 23-040/IV, Tinbergen Institute. <https://papers.tinbergen.nl/23040.pdf>

Large Orders in Small Markets: Execution with Endogenous Liquidity Supply. / Capponi, Agostino; Menkveld, Albert J.; Zhang, Hongzhong.
Tinbergen Institute, 2023. (TI Discussion Paper Series; Vol. 23-040/IV).

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

TY - UNPB

T1 - Large Orders in Small Markets: Execution with Endogenous Liquidity Supply

AU - Capponi, Agostino

AU - Menkveld, Albert J.

AU - Zhang, Hongzhong

PY - 2023

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M3 - Working paper

T3 - TI Discussion Paper Series

BT - Large Orders in Small Markets: Execution with Endogenous Liquidity Supply

PB - Tinbergen Institute

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Capponi A, Menkveld AJ, Zhang H. Large Orders in Small Markets: Execution with Endogenous Liquidity Supply. Tinbergen Institute. 2023. (TI Discussion Paper Series).