The Cost of Exposing Large Institutional Orders to Electronic Liquidity Providers

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},
}