Keywords: Trade scheduling
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Journal Articles
Studies in Economics and Finance (2014) 31 (1): 46–71.
Published: 25 February 2014
... seasonality patterns of liquidity may be exploited through trade scheduling algorithms in an attempt to minimise the trading costs associated with large institutional trades. Originality/value – The use of the detailed limit order book to reveal intraday patterns in liquidity provision offers better...

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