Similar Search Results - EconBiz

Competing for Order Flow in OTC Markets

Lester, Benjamin - 2014

We develop a model of a two-sided asset market in which trades are intermediated by dealers and are bilateral. Dealers compete to attract order flow by posting the terms at which they execute trades-- which can include prices, quantities, and execution speed--and investors direct their orders...

Persistent link: https://www.econbiz.de/10012458057

Competing for order flow in OTC markets

Lester, Benjamin; Rocheteau, Guillaume; Weill, … - In: Journal of money, credit and banking : JMCB 47 (2015), pp. 77-126

Persistent link: https://www.econbiz.de/10011345049

Competing for Order Flow in OTC Markets

Lester, Benjamin R. - 2014

The authors develop a model of a two-sided asset market in which trades are intermediated by dealers and are bilateral. Dealers compete to attract order flow by posting the terms at which they execute trades, which can include prices, quantities, and execution times, and investors direct their...

Persistent link: https://www.econbiz.de/10013056884

Foreign exchange volume

Cespa, Giovanni; Gargano, Antonio; Riddiough, Steven J.; … - In: The review of financial studies 35 (2022) 5, pp. 2386-2427

Persistent link: https://www.econbiz.de/10013188966

Meßkonzepte zur Liquidität auf Wertpapiermärkten

Brunner, Antje - 1996 - 1. Aufl

Persistent link: https://www.econbiz.de/10000625358

Parketthandel versus Computerhandel : Ergebnisse für den deutschen Aktienmarkt

Theissen, Erik - In: Informationssysteme in der Finanzwirtschaft : mit 35 …, (pp. 171-186). 1998

Persistent link: https://www.econbiz.de/10001303901

Liquidity in US fixed income markets : a comparison of the bid-ask spread in corporate, government and municipal bond markets

Chakravarty, Sugato; Sarkar, Asani - 1999

Persistent link: https://www.econbiz.de/10001398237

Asymmetric information and the bid-ask spread : an empirical comparison between automated order execution and open outcry auction

Wang, Jian-xin - In: Journal of international financial markets, … 9 (1999) 2, pp. 115-128

Persistent link: https://www.econbiz.de/10001402120

Quote disclosure and price discovery in multiple-dealer financial markets

Flood, Mark D.; Huisman, Ronald; Koedijk, Kees G.; … - In: The review of financial studies 12 (1999) 1, pp. 37-59

Persistent link: https://www.econbiz.de/10001353252

An empirical examination of the SIMEX Nikkei 225 futures contract around the Kobé earthquake and the Barings Bank collapse

Walsh, David M.; Quek, Jinwei - In: The journal of futures markets 19 (1999) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10001377130

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