SSRNTrading, Microstructure & Execution
An Arbitrage Approach to Informed Order Flow
A new model analyzes the impact of informed order flows on price impacts and generates fire sales.
Featured in No. 6 on 5 Jul 2023 · 6 days after release · 0 citations today
- Released
- 29 Jun 2023
- First featured
- No. 6 · 5 Jul 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- SSRN 4494763
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