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Contests with rank-order spillovers
Baye, Michael R.; Kovenock, Daniel J.; Vries, Casper G. de - 2009
Persistent link: https://www.econbiz.de/10003874381
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Splitting orders in fragmented markets
Menkveld, Albert J. - 2001
A number of recent theoretical studies have explored trading in fragmented markets, e.g. Biais etal. (2000), a phenomenon increasingly witnessed in modern markets. The key assumptiongenerating the results is that there is at least one liquidity demander exploiting access to allmarkets by...
Persistent link: https://www.econbiz.de/10011317469
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High frequency trading and the new-market makers
Menkveld, Albert J. - 2011 - This version: August 15, 2011
of a new market, Chi-X, critically depended on the participation of a large HFT who acts as a modern market-maker. The … HFT, in turn, benefits from low fees in the entrant market, but also uses the incumbent market Euronext to offload nonzero …
Persistent link: https://www.econbiz.de/10011386460
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SETS, arbitrage activity, and stock price dynamics
Taylor, Nick (contributor) - 1999
Persistent link: https://www.econbiz.de/10001364933
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Splitting orders in fragmented markets : evidence from cross-listed stocks
Menkveld, Albert J. - 2001
Persistent link: https://www.econbiz.de/10001589191
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Contests with rank-order spillovers
Baye, Michael R.; Kovenock, Daniel J.; Vries, Casper G. de - 2009 - Revised: April 2009
This paper presents a unified framework for characterizing symmetric equilibrium in simultaneous move, two-player, rank-order contests with complete information, in which each player's strategy generates direct or indirect affine spillover effects that depend on the rank-order of her decision...
Persistent link: https://www.econbiz.de/10011378808
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On the effect of anchoring on valuations when the anchor is transparently uninformative
Ioannidis, Konstantinos; Offerman, Theo; Sloof, Randolph - 2020 - Revision: April 2020
subjects' Willingness-To-Accept for the bottle before and after the market. Subjects either participate in a small or a large … dou- ble auction market. The variance in subjects' Willingness-To-Accept shrinks within trading groups. Our evidence … supports the idea that markets have the potential to mitigate a bias. However, the market is not needed: our anchoring …
Persistent link: https://www.econbiz.de/10012122507
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Inefficiency of a political stock market : the influence of common value structures
Jacobsen, Ben (contributor) - 1995
Persistent link: https://www.econbiz.de/10000924251
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Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1996
Persistent link: https://www.econbiz.de/10000929736
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Herding behaviour, bubbles and log periodic power laws in illiquid stock markets : a case study on the bucharest stock exchange
Pele, Daniel Traian; Mazurencu Marinescu, Miruna; … - 2013
Persistent link: https://www.econbiz.de/10010191335