
NAME
Patrick Blonien
INSTITUTION
Carnegie Mellon University
EMAIL
pblonien@andrew.cmu.edu
In a dynamic model of large traders who manage inventory risk, we show that a daily market closure coordinates liquidity....
Show Previous VersionsIn a dynamic model of large traders who manage inventory risk, we show that a daily market closure coordinates liquidity....
Are daily market closures still needed? In a model of large traders who manage inventory risk, we show that even...