, 11(1):1-26, 2020.
We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit
@@ -454,10 +457,10 @@
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai, Hong Liu and Yifei Zhong).
- The Review of Financial Studies, 28.9:2687-2721, 2015. [The Review of Financial Studies, 28.9:2687-2721, 2015.
[Abstract|SSRN|Article]
+ href=https://academic.oup.com/rfs/article/28/9/2687/1581078, target="_blank">Article]
We develop an optimal tax-timing model that takes into account asymmetric long-term and short-term
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\ No newline at end of file
