Liquidity Premium and Investment Horizons

By Irene Aldridge

Published 2026-07-01

Everscope rating

1509.5

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Kyle (1985) Price-Impact Estimation and Return Prediction. Problem types: Regression, Time Series Forecasting, Portfolio Optimization, Market Making, Risk Management.

arXiv:2607.01377 · Paper rankings

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