Showing 1 - 10 of 33
Using a newly introduced TRACE variable that identifies the side(s) taken by dealers in each trade, I find that 37 percent of dealer-client trades are accompanied by an inter-dealer trade, usually for the exact same quantity and often executed at the exact second as the client trade. All but 0.4...
Persistent link: https://www.econbiz.de/10013139913
Persistent link: https://www.econbiz.de/10011668011
Persistent link: https://www.econbiz.de/10011590261
Persistent link: https://www.econbiz.de/10010509485
Persistent link: https://www.econbiz.de/10010533079
Persistent link: https://www.econbiz.de/10010443068
Persistent link: https://www.econbiz.de/10009622469
Persistent link: https://www.econbiz.de/10009124818
Persistent link: https://www.econbiz.de/10010208699
Persistent link: https://www.econbiz.de/10009765621