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1
Bid-ask spreads with indirect competition among specialists
Gehrig, Thomas
- In:
Journal of financial markets
1
(
1998
)
1
,
pp. 89-119
Persistent link: https://www.econbiz.de/10001249246
Saved in:
2
Bid-ask spreads with indirect competition among specialists
Gehrig, Thomas
;
Jackson, Matthew O.
-
1994
Persistent link: https://www.econbiz.de/10000920231
Saved in:
3
Bid-ask spreads with indirect competition among specialists
Gehrig, Thomas
;
Jackson, Matthew O.
-
1994
Persistent link: https://www.econbiz.de/10000906234
Saved in:
4
Liquidity in limit order book markets and single price auctions with imperfect competition
Röell, Ailsa
-
1998
Persistent link: https://www.econbiz.de/10001418681
Saved in:
5
Competing market makers, liquidity provision, and bid-ask spreads
Bondarenko, Oleg
- In:
Journal of financial markets
4
(
2001
)
3
,
pp. 2269-308
Persistent link: https://www.econbiz.de/10001587948
Saved in:
6
Bid-ask spreads with indirect competition among specialists
Gehrig, Thomas
;
Jackson, Matthew O.
-
1994
Persistent link: https://www.econbiz.de/10000147693
Saved in:
7
Fragmentation and strategic market-making
Daures-Lescourret, Laurence
;
Moinas, Sophie
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
4
,
pp. 1675-1700
Persistent link: https://www.econbiz.de/10014309555
Saved in:
8
A mathematical approach to order book modeling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
Saved in:
9
Patience vs. impatience of traders : formation of the value-at-price distribution through competition for liquidity
Lerner, Peter
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403193
Saved in:
10
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012820075
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