Reference health

Optimal Order Execution Using After-Hour Fixed-Price Trading

https://doi.org/10.2139/ssrn.4514945
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28/28 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 28 checked references that resolve
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Optimal execution of portfolio transactions
resolves10.1093/restud/rdaa064
Augmenting Markets with Mechanisms
resolves10.1111/j.1467-9965.2012.00529.x
LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY
resolves10.1016/S1386-4181(97)00012-8
Optimal control of execution costs
resolves10.1016/j.jedc.2018.09.009
Trading under market impact: Crossing networks interacting with dealer markets
resolves10.1287/mnsc.2018.3204
Price Improvement and Execution Risk in Lit and Dark Markets
resolves10.1111/jofi.12769
Price Discovery without Trading: Evidence from Limit Orders
resolves10.1080/14697688.2015.1032543
Optimal execution with limit and market orders
resolves10.1016/j.jedc.2018.07.006
Optimal order execution using hidden orders
resolves10.1080/14697688.2016.1190030
Optimal order placement in limit order markets
resolves10.1016/j.jfineco.2008.02.007
Dynamic order submission strategies with competition between a dealer market and a crossing network☆
resolves10.1093/rfs/hhw112
Size Discovery
resolves10.1111/mafi.12052
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION
resolves10.1137/110850475
Optimal Portfolio Liquidation with Limit Orders
resolves10.1080/14697688.2012.708779
Optimal high-frequency trading with limit and market orders
resolves10.1007/s11579-016-0177-5
Optimal placement in a limit order book: an analytical approach
resolves10.1016/j.jedc.2011.09.012
The market impact of a limit order
resolves10.1111/0022-1082.00281
Crossing Networks and Dealer Markets: Competition and Performance
resolves10.1137/110849341
When to Cross the Spread? Trading in Two-Sided Limit Order Books
resolves10.1016/j.jfineco.2021.12.003
Closing auctions: Nasdaq versus NYSE
resolves10.1080/14697688.2014.917434
Optimal liquidation in dark pools
resolves10.1111/mafi.12037
PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME
resolves10.1111/mafi.12126
OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS
resolves10.1016/S0378-4266(03)00101-8
Equity trading by institutional investors: Evidence on order submission strategies
resolves10.1016/j.finmar.2006.01.003
Equity trading by institutional investors: To cross or not to cross?
resolves10.1016/j.finmar.2012.09.001
Optimal trading strategy and supply/demand dynamics
resolves10.3905/jpm.1988.409150
The implementation shortfall
resolves10.1093/rfs/hht078
Do Dark Pools Harm Price Discovery?
The 3 references without a DOI — listed, not checked
no DOI — not checkedref10
no DOI — not checkedDynamic portfolio execution
no DOI — not checkedref31
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