Upstairs market for principal and agency trades : analysis of adverse information and price effects
Year of publication: |
2001
|
---|---|
Authors: | Smith, Brian F. ; Turnbull, D. Alasdair S. ; White, Robert W. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 5, p. 1723-1746
|
Subject: | Börsenmakler | Stockbrokers | Adverse Selektion | Adverse selection | Kosten | Costs | Wertpapierhandel | Securities trading | Kanada | Canada | 1997 |
-
Market making with alpha signals
Cartea, Álvaro, (2020)
-
Paying for market liquidity : competition and incentives
Bellia, Mario, (2019)
-
Missing markets : microstructure and liquidity on the 19th century london stock exchange
Esteves, Rui Pedro, (2024)
- More ...
-
The impact of pennies on the market quality of the Toronto Stock Exchange
Smith, Brian F., (2006)
-
In search of liquidity : the block broker's choice of where to trade cross-listed stocks
Turnbull, D. Alasdair S., (2010)
-
The Role of Tick Size in Upstairs Trading and Downstairs Trading
Griffiths, Mark D., (2001)
- More ...