providing citation data for Economics since 2001
Step 1 of 3. This form allows you to add a new citation to our database.
Our data says that the document:
Anna, Obizhaeva ; Jiang, Wang ; Anna, Obizhaeva. (2005) Optimal Trading Strategy and Supply/Demand Dynamics.
In: NBER Working Papers. RePEc:nbr:nberwo:11444.
Full description at Econpapers
cites:
Almgren, Robert, and Neil Chriss, 2000, Optimal execution of portfolio transactions, Journal of Risk, 3, 539.
but, as far as we know, such cited document is not available on RePEc.
If you know this information is not correct, you may help us to improve our service giving us the handle of the cited document in the box below. In this way, we could add the citation to CitEc.
Note that if you are the author of a cited document which it is not available on RePEc, you can submit a copy to the Munich Personal RePEc Archive (MPRA). Upload a paper now.