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Trading under market impact : crossing networks interacting with dealer markets
Bielagk, Jana; Horst, Ulrich; Moreno-Bromberg, Santiago - In: Journal of economic dynamics & control 100 (2019), pp. 131-151
Persistent link: https://www.econbiz.de/10012130954
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The shadow costs of repos and bank liability structure
Klimenko, Nataliya; Moreno-Bromberg, Santiago - In: Journal of economic dynamics & control 65 (2016), pp. 1-29
Persistent link: https://www.econbiz.de/10011708297
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Optimal order display in limit order markets with liquidity competition
Cebiroglu, Gökhan; Horst, Ulrich - In: Journal of economic dynamics & control 58 (2015), pp. 81-100
Persistent link: https://www.econbiz.de/10011574644