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Market making with convex quotes
Hwang, Hae-shin; Paan Jindapon - In: Finance research letters 37 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484899
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Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.; Obižaeva, Anna - 2020
Persistent link: https://www.econbiz.de/10012494216
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Adverse selection and liquidity: from theory to practice
Kyle, Albert S.; Obižaeva, Anna - 2020
Persistent link: https://www.econbiz.de/10012494209
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Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan; French, Joseph J.; Chen, Clara Chia-Sheng - In: Journal of empirical finance 42 (2017), pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
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Paying for market liquidity : competition and incentives
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2019
Do competition and incentives offered to designated market makers (DMMs) improve market liquidity? Using data from NYSE … changes in rebates and requirements for DMMs, do not have any tangible effect on market liquidity. Our results are of …
Persistent link: https://www.econbiz.de/10011987269
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Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
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Phantom liquidity and high-frequency quoting
Blocher, Jesse; Cooper, Rick; Seddon, Jonathan; Van … - In: The journal of trading 11 (2016) 3, pp. 6-15
Persistent link: https://www.econbiz.de/10011697583
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Phantom liquidity and high-frequency quoting
Blocher, Jesse; Cooper, Rick; Seddon, Jonathan; Van … - In: The journal of trading 13 (2018) 4, pp. 119-128
Persistent link: https://www.econbiz.de/10012017521
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Large bets and stock market crashes
Kyle, Albert S.; Obižaeva, Anna - In: Review of finance : journal of the European Finance … 27 (2023) 6, pp. 2163-2203
Persistent link: https://www.econbiz.de/10014445768
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Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.; Obižaeva, Anna - 2020
Persistent link: https://www.econbiz.de/10012494205