Robert Battalio, Brian Hatch, Mehmet Saglam. The Cost of Exposing Large Institutional Orders to Electronic Liquidity Providers. Management Science, 70(6):3597-3618, 2024. [doi]
@article{BattalioHS24, title = {The Cost of Exposing Large Institutional Orders to Electronic Liquidity Providers}, author = {Robert Battalio and Brian Hatch and Mehmet Saglam}, year = {2024}, doi = {10.1287/mnsc.2023.4871}, url = {https://doi.org/10.1287/mnsc.2023.4871}, researchr = {https://researchr.org/publication/BattalioHS24}, cites = {0}, citedby = {0}, journal = {Management Science}, volume = {70}, number = {6}, pages = {3597-3618}, }