Discussion paper DP18276 Large Orders in Small Markets: Execution with Endogenous Liquidity Supply Agostino Capponi Albert J. Menkveld Hongzhong Zhang 6 Jul 2023 Asset Pricing G10
Discussion paper DP12245 Intraday Market Making with Overnight Inventory Costs Tobias Adrian Agostino Capponi Erik Vogt 25 Aug 2017 Financial Economics G12 G17 G01