Trading under Market Impact: Crossing Networks Interacting with Dealer Markets
Year of publication: |
2017
|
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Authors: | Bielagk, Jana ; Horst, Ulrich ; Moreno-Bromberg, Santiago |
Publisher: |
München und Berlin : Ludwig-Maximilians-Universität München und Humboldt-Universität zu Berlin, Collaborative Research Center Transregio 190 - Rationality and Competition |
Subject: | asymmetric information | crossing networks | dealer markets | non-linear pricing | principal-agent games |
Series: | Discussion Paper ; 39 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 896042979 [GVK] hdl:10419/185709 [Handle] RePEc:rco:dpaper:39 [RePEc] |
Classification: | D42 - Monopoly ; D53 - Financial Markets ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Trading under market impact : crossing networks interacting with dealer markets
Bielagk, Jana, (2017)
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Trading under market impact : crossing networks interacting with dealer markets
Bielagk, Jana, (2019)
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The Effect of Crossing-Network Trading on Dealer Market's Bid-Ask Spreads
Gresse, Carole, (2006)
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Trading Under Market Impact : Crossing Networks Interacting With Dealer Markets
Bielagk, Jana, (2018)
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Trading under market impact : crossing networks interacting with dealer markets
Bielagk, Jana, (2019)
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Trading under market impact : crossing networks interacting with dealer markets
Bielagk, Jana, (2017)
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