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~institution:"Nationale Bank van België/Banque national de Belqique (BNB)"
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alternative trading systems
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crossing network
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dealer market
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order flow
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transparency
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welfare
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Achter, Mark Van
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Degryse, Hans
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Nationale Bank van België/Banque national de Belqique (BNB)
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
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Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main
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Dynamic order submission strategies with competition between a
dealer
market
and a crossing network
Degryse, Hans
;
Achter, Mark Van
;
Wuyts, Gunther
-
Nationale Bank van België/Banque national de Belqique (BNB)
-
2007
We present a dynamic microstructure model where a
dealer
market
(DM) and a crossing network (CN) interact. Sequentially …
Persistent link: https://www.econbiz.de/10005060035
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