Is there any literature on trading strategies for illiquid equities markets, such as research papers or articles? I've done some searching but haven't turned anything up.
closed as off-topic by user16651, LocalVolatility, Quantuple, vonjd, olaker♦ Dec 23 '16 at 17:27
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "Questions seeking assistance in developing a trading strategy are off-topic as they are unlikely to be useful to other readers." – Community, LocalVolatility, Quantuple, vonjd, olaker