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Do we need dealers in OTC markets?

Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - 2021

Persistent link: https://www.econbiz.de/10012612695

Do we need dealers in OTC markets?

Schürhoff, Norman; Livdan, Dmitry; Hendershott, Terrence - 2021

Persistent link: https://www.econbiz.de/10012601058

Automation versus intermediation : evidence from treasuries going off the run

Barclay, Michael J.; Hendershott, Terrence; Kotz, Kenneth - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2395-2414

Persistent link: https://www.econbiz.de/10003378713

Liquidity provision and stock return predictability

Hendershott, Terrence; Seasholes, Mark S. - In: Journal of banking & finance 45 (2014), pp. 140-151

Persistent link: https://www.econbiz.de/10010466615

Crossing networks and dealer markets : competition and performance

Hendershott, Terrence; Mendelson, Haim - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2071-2115

Persistent link: https://www.econbiz.de/10001523897

Dealer attention, the speed of quote adjustment to information, and net dealer revenue

Boulatov, Alex; Hatch, Brian C.; Johnson, Shane A.; … - In: Journal of banking & finance 33 (2009) 8, pp. 1531-1542

Persistent link: https://www.econbiz.de/10003855630

Price Discovery Without Trading : Evidence from Limit Orders

Brogaard, Jonathan - 2020

We analyze the contribution to price discovery of market and limit orders by high frequency traders (HFTs) and non-HFTs. While market orders have a larger individual price impact, limit orders are far more numerous. This results in price discovery occurring predominantly through limit orders....

Persistent link: https://www.econbiz.de/10012856031