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Marktmikrostruktur
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Robustness of equilibrium in the Kyle model of informed speculation
Boulatov, Alex
;
Bernhardt, Dan
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 297-318
Persistent link: https://www.econbiz.de/10011458996
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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
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3
Liquidity and the marginal value of information
Boulatov, Alex
;
Taub, Bart
- In:
Economic theory : official journal of the Society for …
55
(
2014
)
2
,
pp. 307-334
Persistent link: https://www.econbiz.de/10010250103
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