Strategic Trading in Illiquid Markets

The Area of Research and the Object of Investigation In this thesis we will investigate trading strategies in illiquid markets from a market microstructure perspective. Market microstructure is the academic term for the branch of financial economics that investigates trading and the organization of...

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Bibliographic Details
Main Author: Mönch, Burkart
Format: eBook
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2005, 2005
Edition:1st ed. 2005
Series:Lecture Notes in Economics and Mathematical Systems
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Modeling Feedback Effects with Stochastic Liquidity
  • Optimal Liquidation Strategies
  • The Navigation of an Iceberg: The Optimal Use of Hidden Orders