Primary Article
The Impact of Liquidity Fragmentation on Optimal Trading
Charles-Albert Lehalle
Trading Winter 2009, 2009 (1) 80-87
Charles-Albert Lehalle
The head of quantitative research at Credit Agricole Cheuvreux, Calyon group in Paris, France.
Explore our content to discover more relevant research
In this issue
Algorithmic Trading II: Precision, Control, Execution - 2006
Vol. 2009, Issue 1
Winter 2009
The Impact of Liquidity Fragmentation on Optimal Trading
Charles-Albert Lehalle
Trading Dec 2009, 2009 (1) 80-87;
Jump to section
Similar Articles
Cited By...
- No citing articles found.