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Strategic insider trading equilibrium with a non-fiduciary market maker

Aase, Knut K.; Øksendal, Bernt K. - 2019

Persistent link: https://www.econbiz.de/10012178138

Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants

Drame, Mouhamad - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-35

Persistent link: https://www.econbiz.de/10012820075

Market and limit orders and their role in the price discovery process

Martins, Carlos Jorge Lenczewski - In: Bank i kredyt 50 (2019) 6, pp. 551-569

Persistent link: https://www.econbiz.de/10012262256

Asymmetric responses of ask and bid quotes to information in the foreign exchange market

Chen, Yu-lun; Gau, Yin-feng - In: Journal of banking & finance 38 (2014), pp. 194-204

Persistent link: https://www.econbiz.de/10010340779

Decision rules and their influence on asset prices

Trifan, Emanuela (contributor) - 2004

This paper develops a market microstructure model with asymmetric information in order to quantify the influence which practical decision rules have on asset process. The users of practical decision rules have incomplete information at their disposal and trade in a market with both fully...