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Liquidity risk, optimal portfolio liquidation, block trade execution, limit order book, market impact model, nonlinear price impact, order book resilience, market order
Market impact model, optimal order execution, limit order book, resilience, time-varying liquidity, price manipulation, transaction-triggered price manipulation
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market impact model, optimal order execution, limit order book, resilience, time‐varying liquidity, price manipulation, transaction‐triggered price manipulation
limit order book, market impact model, optimal order execution, profitable round trip trading strategies, resilience, stochastic order book depth, time‐varying liquidity
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