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Capital Investment and Liquidity Management with collateralized debt
Pierre, Erwan / Villeneuve, Stéphane / Warin, Xavier
corporate finance / liquidityResource overview

Capital Investment and Liquidity Management with collateralized debt

Paper2014

by Pierre, Erwan, Villeneuve, Stéphane, Warin, Xavier

Tags
corporate financeliquidity

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Suggested foundations for market microstructure and execution. Specialist prerequisites vary by paper.

Before you read

  1. Order Books

    Read bid, ask, depth and queue-based market state.

  2. Order Flow and Adverse Selection

    Understand why fills and order flow can carry information.

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  1. Market Impact

    Connect trading speed and size to execution cost.

  2. Implementation Shortfall

    Measure execution relative to the decision price.

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