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Plumbing of securities markets : the impact of post-trade fees on trading and welfare
Degryse, Hans; Van Achter, Mark; Wuyts, Gunther - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 635-653
Persistent link: https://www.econbiz.de/10012821246
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Dynamic order submission strategies with competition between a dealer market and a crossing network
Degryse, Hans; Van Achter, Mark; Wuyts, Gunther - 2007
We present a dynamic microstructure model where a dealer market (DM) and a crossing network (CN) interact. Sequentially arriving traders with different valuations for an asset maximise their profits either by trading on a DM or by submitting an order for (possibly) uncertain execution via a CN....
Persistent link: https://www.econbiz.de/10011610388
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Dynamic order submission strategies with competition between a dealer market and a crossing network
Degryse, Hans; Van Achter, Mark; Wuyts, Gunther - 2007
We present a dynamic microstructure model where a dealer market (DM) and a crossing network (CN) interact. Sequentially arriving traders with different valuations for an asset maximise their profits either by trading on a DM or by submitting an order for (possibly) uncertain execution via a CN....
Persistent link: https://www.econbiz.de/10011506642
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Dynamic order submission strategies with competition between a dealer market and a crossing network
Degryse, Hans; Achter, Mark Van; Wuyts, Gunther - Nationale Bank van België/Banque national de Belqique (BNB) - 2007
We present a dynamic microstructure model where a dealer market (DM) and a crossing network (CN) interact. Sequentially arriving traders with different valuations for an asset maximise their profits either by trading on a DM or by submitting an order for (possibly) uncertain execution via a CN....
Persistent link: https://www.econbiz.de/10005060035