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Bid-ask-spreads von Aktienoptionen : mit 21 Tabellen
Braun, Margret - 1997
Persistent link: https://www.econbiz.de/10000955747
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Finanzmarktmanipulationen am Beispiel von Futures bei symmetrischer Information
Haaf, Holger M. - 2007 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003420273
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Strategic trading when some investors receive information before others
Vo, Minh T. - In: International review of economics & finance : IREF 17 (2008) 2, pp. 319-332
Persistent link: https://www.econbiz.de/10003749772
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Order flow composition and trading costs in a dynamic limit order market
Foucault, Thierry - In: Journal of financial markets 2 (1999) 2, pp. 99-134
Persistent link: https://www.econbiz.de/10001426676
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Competing mechanisms in a common value environment
Biais, Bruno; Martimort, David; Rochet, Jean-Charles - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 4, pp. 799-837
Persistent link: https://www.econbiz.de/10001499188
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Competition for order flow and the theory of global games : the impact of alternative trading systems on securities markets
Dönges, Jutta A. - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001601539
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Architecture of power markets
Wilson, Robert A. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1299-1340
Persistent link: https://www.econbiz.de/10001688082
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Toy models of markets with heterogeneous interacting agents
Marsili, Mattero - In: Economics with heterogeneous interacting agents, (pp. 161-182). 2001
Persistent link: https://www.econbiz.de/10001607007
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Market microstructure theory and strategic behavior of market makers
Krause, Andreas - 2000
Persistent link: https://www.econbiz.de/10001578558