Large Orders in Small Markets: Execution with Endogenous Liquidity Supply
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References listed on IDEAS
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More about this item
Keywords
Liquidity; market makers; welfare covariance matrices;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2023-08-28 (Market Microstructure)
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