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Research Details

Principal Trading Arrangements: Optimality under Temporary and Permanent Price Impact

Type

Working Paper

Author(s)

Markus Baldauf, Christoph Frei, Joshua Mollner

Date Published

2022

Citations

Baldauf, Markus, Christoph Frei, and Joshua Mollner. 2022. Principal Trading Arrangements: Optimality under Temporary and Permanent Price Impact.

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