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Large tick assets : implicit spread and optimal tick size

Dayri, Khalil; Rosenbaum, Mathieu - In: Market microstructure and liquidity 1 (2015) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10011588190

Liquidity and impact in fair markets

Jaisson, Thibault - In: Market microstructure and liquidity 1 (2015) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10011588225

Trade informativeness in modern markets

Nawn, Samarpan; Raizada, Gaurav - In: Financial analysts journal : FAJ 79 (2023) 1, pp. 77-98

Persistent link: https://www.econbiz.de/10013540889

A Leland model for delta hedging in central risk books

Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 504-547

Persistent link: https://www.econbiz.de/10014329890

Market composition and price informativeness in a large market with endogenous order types

Challe, Edouard; Chrétien, Edouard - In: Journal of economic theory 158 (2015), pp. 679-696

Persistent link: https://www.econbiz.de/10011548934

Predictive ability of investor sentiment for the stock market

Kim, Karam; Ryu, Doojin - In: Romanian journal of economic forecasting 23 (2020) 4, pp. 33-46

Persistent link: https://www.econbiz.de/10012425220

Perfect Competition in a Bilateral Monopoly

Dubey, Pradeep; Sondermann, Dieter - 2003

We show that if limit orders are required to vary smoothly, then strategic (Nash) equilibria of the double auction mechanism yield competitive (Walras) allocations. It is not necessary to have competitors on any side of any market: smooth trading is a substitute for price wars. Inparticular,...

Persistent link: https://www.econbiz.de/10010263094

Perfect Competition in an Oligoply (including Bilateral Monopoly)

Dubey, Pradeep; Sondermann, Dieter - 2008

Persistent link: https://www.econbiz.de/10010264920

The impact of limit order executions on trading costs in NYSE stocks

Greene, Jason Thomas - In: Trading costs on US exchanges : an empirical examination, (pp. 23-69). 1996

Persistent link: https://www.econbiz.de/10001433304

Optimal trading strategies with limit orders

Agliardi, Rossella; Gençay, Ramazan - In: International journal of theoretical and applied finance 20 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011686803

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