Execution in an aggregator
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References listed on IDEAS
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Cited by:
- 'Alvaro Cartea & Sebastian Jaimungal & Tianyi Jia, 2020. "Trading Foreign Exchange Triplets," Papers 2004.12011, arXiv.org.
- Andreas Schrimpf & Vladyslav Sushko, 2019. "FX trade execution: complex and highly fragmented," BIS Quarterly Review, Bank for International Settlements, December.
- Alvaro Cartea & Sebastian Jaimungal & Jamie Walton, 2018. "Foreign Exchange Markets with Last Look," Papers 1806.04460, arXiv.org.
- Butz, M. & Oomen, R., 2019. "Internalisation by electronic FX spot dealers," LSE Research Online Documents on Economics 90485, London School of Economics and Political Science, LSE Library.
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More about this item
Keywords
aggregation; liquidity access; transaction costs; adverse selection; prisoner's dilemma; market impact;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
- G3 - Financial Economics - - Corporate Finance and Governance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2018-02-05 (Market Microstructure)
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