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Optimal Trade Execution Under Endogenous Order Flow.

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Title: Optimal Trade Execution Under Endogenous Order Flow.
Authors: Chen, Ying1 (AUTHOR) matcheny@nus.edu.sg, Horst, Ulrich2 (AUTHOR) horst@math.hu-berlin.de, Tran, Hoang Hai3 (AUTHOR) e0045275@u.nus.edu
Source: Operations Research. Jan/Feb2026, Vol. 74 Issue 1, p72-92. 21p.
Database: Business Source Ultimate
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PubType: Academic Journal
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  Data: Optimal Trade Execution Under Endogenous Order Flow.
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  Data: <searchLink fieldCode="JN" term="%22Operations+Research%22">Operations Research</searchLink>. Jan/Feb2026, Vol. 74 Issue 1, p72-92. 21p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1287/opre.2023.0151
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      – Code: eng
        Text: English
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        PageCount: 21
        StartPage: 72
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      – TitleFull: Optimal Trade Execution Under Endogenous Order Flow.
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            NameFull: Chen, Ying
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            NameFull: Horst, Ulrich
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              Text: Jan/Feb2026
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