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Equilibrium Effects of Intraday Order-Splitting Benchmarks File

Choi, Jin Hyuk , Larsen, Kasper , Seppi, Duane

Article Issue Date2021-03 View45
Information and trading targets in a dynamic market equilibrium File

Choi, Jin Hyuk , Larsen, Kasper , Seppi, Duane J.

Article Issue Date2019-06 View39
Price impact in Nash equilibria File

Chen, Xiao , Choi, Jin Hyuk , Larsen, Kasper , Seppi, Duane J.

Article Issue Date2023-04 View54
Taylor approximation of incomplete Radner equilibrium models File

Choi, Jin Hyuk , Larsen, Kasper

Article Issue Date2015-07 View51
TRADING CONSTRAINTS IN CONTINUOUS-TIME KYLE MODELS File

Choi, Jin Hyuk , Kwon, Heeyoung , Larsen, Kasper

Article Issue Date2023-06 View59
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