High frequency trading, liquidity, and execution cost. - Edward W. Sun; Timm Kruse; Min-Teh Yu (Ann. Oper. Res., 2014)

Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity. - Edward W. Sun; Timm Kruse; Yi-Ting Chen 002 (Ann. Oper. Res., 2019)