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Forex Trading and the WMR Fix. (2017). Evans, Martin.
In: MPRA Paper.
RePEc:pra:mprapa:81583.

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Cited: 1

Citations received by this document

Cites: 28

References cited by this document

Cocites: 50

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Citations

Citations received by this document

  1. Exchange Rates and Liquidity Risk. (2020). Evans, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:102702.

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References

References cited by this document

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  4. Price manipulation in a market impact model with dark pool. (2014). Schied, Alexander ; Sun, Yuemeng ; Klock, Florian.
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  5. Undisclosed orders and optimal submission strategies in a limit order market. (2013). Rindi, Barbara ; Buti, Sabrina .
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  9. Optimal starting times, stopping times and risk measures for algorithmic trading. (2012). LEHALLE, Charles-Albert ; Labadie, Mauricio .
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  10. Optimal execution and price manipulations in time-varying limit order books. (2012). Alfonsi, Aurelien ; Acevedo, Jose Infante .
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  11. Calibration of optimal execution of financial transactions in the presence of transient market impact. (2012). Busseti, Enzo ; Lillo, Fabrizio.
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  13. Portfolio liquidation in dark pools in continuous time. (2012). Kratz, Peter ; Schoneborn, Torsten .
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  14. Extreme returns: The case of currencies. (2011). Savaser, Tanseli ; Osler, Carol .
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