Strategic liquidity provision in limit order markets
Year of publication: |
2013
|
---|---|
Authors: | Back, Kerry E. ; Baruch, Shmuel |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 81.2013, 1, p. 363-392
|
Subject: | Kapitalmarkttheorie | Financial economics | Finanzmarktregulierung | Financial market regulation | Liquidität | Liquidity | Nash-Gleichgewicht | Nash equilibrium | Adverse Selektion | Adverse selection | Spieltheorie | Game theory | Theorie | Theory |
-
Information spillovers, gains from trade, and interventions in frozen markets
Camargo, Braz, (2016)
-
Liquidity provision with adverse selection and inventory costs
Herdegen, Martin, (2023)
-
Liquidity provision in a limit order book without adverse selection
Bayar, Onur, (2013)
- More ...
-
Working orders in limit order markets and floor exchanges
Back, Kerry E., (2007)
-
Information in securities markets : Kyle meets Glosten and Milgrom
Back, Kerry E., (2004)
-
Asset pricing and portfolio choice theory
Back, Kerry E., (2010)
- More ...