Henri Waelbroeck

Portware LLC

Global Head of Research

233 Broadway, 24th Floor

New York, NY 10279

United States

http://www.portware.com

SCHOLARLY PAPERS

2

DOWNLOADS

459

SSRN CITATIONS

6

CROSSREF CITATIONS

7

Scholarly Papers (2)

1.
Downloads 170 (122,357)
Citation 3

Optimal Execution in Presence of Short-Term Trading

Number of pages: 46 Posted: 03 Mar 2013 Last Revised: 24 Mar 2013
Adriana Criscuolo and Henri Waelbroeck
Portware LLC and Portware LLC
Downloads 170 (223,840)
Citation 3

Abstract:

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hidden order, information leakage, market impact, trading cost, optimal trade execution

2.

How Efficiency Shapes Market Impact

Number of pages: 34 Posted: 20 Mar 2013 Last Revised: 27 Sep 2013
University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, U.S. Securities and Exchange Commission, Università di Bologna and Portware LLC
Downloads 289 (135,426)
Citation 16

Abstract:

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market impact, metaorder