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Schweinzer, Paul - In: Review of economic design : RED 12 (2008) 2, pp. 119-127

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Competition between market making intermediaries

Lörtscher, Simon - 2006 - 1. Aufl.

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Competitive auctions : theory and application

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Optimal search auctions

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Information percolation in segmented markets

Duffie, Darrell; Malamud, Semyon; Manso, Gustavo - 2010

We study equilibria of dynamic over-the-counter markets in which agents are distinguished by their preferences and information. Over time, agents are privately informed by bids and o ffers. Investors diff er with respect to information quality, including initial information precision, and also...