Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes
Year of publication: |
2009-05-25
|
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Authors: | Wel, Michel van der ; Menkveld, Albert ; Sarkar, Asani |
Institutions: | Tinbergen Instituut |
Subject: | market microstructure | signing trades | market makers | treasury futures | discount rate |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 09-046/3 |
Classification: | C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies ; E44 - Financial Markets and the Macroeconomy |
Source: |
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Are market makers uninformed and passive? : signing trades in the absence of quotes
Wel, Michel van der, (2009)
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Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes
van der Wel, Michel, (2009)
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Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes
Wel, Michel van der, (2009)
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Macro News, Riskfree Rates, and the Intermediary
Menkveld, Albert J., (2007)
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Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate
Menkveld, Albert J., (2008)
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Are market makers uninformed and passive? Signing trades in the absence of quotes
Wel, Michel van der, (2009)
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