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Optimal Trading with Speed-Dependent Transaction Cost Rates: A Flexible Framework.

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Title: Optimal Trading with Speed-Dependent Transaction Cost Rates: A Flexible Framework.
Authors: Liu, Hong1 (AUTHOR) liuh@wustl.edu, Qian, Shuaijie2 (AUTHOR) sjqian@ust.hk, Xu, Jing3 (AUTHOR) jing.xu@ruc.edu.cn
Source: Operations Research. Nov/Dec2025, Vol. 73 Issue 6, p2933-2952. 20p.
Database: Business Source Ultimate
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  Data: Optimal Trading with Speed-Dependent Transaction Cost Rates: A Flexible Framework.
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  Data: <searchLink fieldCode="JN" term="%22Operations+Research%22">Operations Research</searchLink>. Nov/Dec2025, Vol. 73 Issue 6, p2933-2952. 20p.
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RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1287/opre.2022.0160
    Languages:
      – Code: eng
        Text: English
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        PageCount: 20
        StartPage: 2933
    Titles:
      – TitleFull: Optimal Trading with Speed-Dependent Transaction Cost Rates: A Flexible Framework.
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            NameFull: Liu, Hong
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            NameFull: Qian, Shuaijie
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            NameFull: Xu, Jing
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            – D: 01
              M: 11
              Text: Nov/Dec2025
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              Y: 2025
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              Value: 73
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              Value: 6
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            – TitleFull: Operations Research
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