Liquidation of a large block of stock
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 31 (2007)
Issue (Month): 5 (May)
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Web page: http://www.elsevier.com/locate/jbf
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- G. Yin & Q. Zhang & F. Liu & R. H. Liu & Y. Cheng, 2006. "Stock Liquidation Via Stochastic Approximation Using Nasdaq Daily And Intra-Day Data," Mathematical Finance, Wiley Blackwell, vol. 16(1), pages 217-236.
- Nan Wu & Harry Zheng, 2012. "Optimal Liquidation in a Finite Time Regime Switching Model with Permanent and Temporary Pricing Impact," Papers 1212.3145, arXiv.org.
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