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Adverse selection and the opaqueness of insurers
Zhang, Tao; Cox, Larry A.; Van Ness, Robert A. - In: The journal of risk and insurance : the journal of the … 76 (2009) 2, pp. 295-321
While adverse selection problems between insureds and insurers are well known to insurance researchers, few explore … adverse selection in the insurance industry from a capital markets perspective. This study examines adverse selection in the …
Persistent link: https://www.econbiz.de/10003868624
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Price impact of aggressive liquidity provision
Gençay, Ramazan; Mahmoodzadeh, Soheil; Rojček, Jakub; … - 2016
This paper analyzes brief episodes of high-intensity quotes turnover and revision-"bursts" in quotes-in the U.S. equity market. Such events occur very frequently, several hundred times a day for actively traded stocks. We find significant price impact associated with these market makers...
Persistent link: https://www.econbiz.de/10011516027
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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
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Instantaneous order impact and high-frequency strategy optimization in limit order books
Gonzalez, Federico; Schervish, Mark J. - In: Market microstructure and liquidity 3 (2017) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011923314
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Competition and equilibration in financial markets
Asparouhova, Elena - 2004
Persistent link: https://www.econbiz.de/10003550984
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Three essays in financial economics under asymmetric information
Strobl, Günter - 2005
Persistent link: https://www.econbiz.de/10003554471
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Size discovery
Duffie, Darrell; Zhu, Haoxiang - 2015
Persistent link: https://www.econbiz.de/10011418306
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Entscheidungsregeln und ihr Einfluss auf den Aktienkurs
Trifan, Emanuela - 2004
Der vorliegende Beitrag quantifiziert anhand eines Marktmikrostruktur-Modells mit asymmetrischer Information den Einfluss der Anwender praktischer Entscheidungsregeln auf die Aktienkurse. Letztere werden als unvollständig informierte Anleger betrachtet. Neben diesen Anlegern agieren auf dem...
Persistent link: https://www.econbiz.de/10011525122
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Information processing in the stock market around anticipated accounting information : earnings release
García Martín, C. José; Herrero, Begoña; Ibáñez, … - In: The European journal of finance 18 (2012) 1/2, pp. 109-133
Persistent link: https://www.econbiz.de/10009565248
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262