articleJournal of Financial MarketsSep 13, 2012Closed access

Optimal trading strategy and supply/demand dynamics

AAAnna A. ObizhaevaJWJiang Wang

University of Maryland, College Park

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

590
total citations
FWCI
71.13
Percentile
100%
References
97
Citations per year

Authors

2

Topics & keywords

Topics
Keywords
  • Market liquidity
  • Supply and demand
  • Demand shock
  • Order (exchange)
  • Resilience (materials science)
  • Microeconomics
  • Economics
  • Trading strategy
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