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Price Competition between Market Makers
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Cited by:
- CALCAGNO, Riccardo & LOVO, Stefano M., 1998. "Bid-ask price competition with asymmetric information between market makers," LIDAM Discussion Papers CORE 1998016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Angeles de Frutos, M. & Manzano, Carolina, 2005.
"Trade disclosure and price dispersion,"
Journal of Financial Markets, Elsevier, vol. 8(2), pages 183-216, May.
- Frutos Casado, Ángeles de & Manzano, Carolina, 2003. "Trade disclosure and price dispersion," Working Papers 2072/1773, Universitat Rovira i Virgili, Department of Economics.
- Gabriella Chiesa & Giovanna Nicodano, 2003. "Privatization and Financial Market Development: Theoretical Issues," Working Papers 2003.1, Fondazione Eni Enrico Mattei.
- Gehrig, Thomas & Jackson, Matthew, 1998.
"Bid-ask spreads with indirect competition among specialists,"
Journal of Financial Markets, Elsevier, vol. 1(1), pages 89-119, April.
- Thomas Gehrig & Matthew Jackson, 1994. "Bid-Ask Spreads with Indirect Competition Among Specialists," Discussion Papers 1107, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Gehrig, Thomas & Jackson, Matthew O., 1997. "Bid-Ask Spreads with Indirect Competition among Specialists," CEPR Discussion Papers 1648, C.E.P.R. Discussion Papers.
- Markus Baldauf & Joshua Mollner, 2015. "Trading in Fragmented Markets," Discussion Papers 15-018, Stanford Institute for Economic Policy Research.
- Bondarenko, Oleg & Sung, Jaeyoung, 2003. "Specialist participation and limit orders," Journal of Financial Markets, Elsevier, vol. 6(4), pages 539-571, August.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2019.
"On competitive nonlinear pricing,"
Theoretical Economics, Econometric Society, vol. 14(1), January.
- Andrea Attar & Thomas Mariotti & François Salanié, 2014. "On Competitive Nonlinear Pricing," CEIS Research Paper 314, Tor Vergata University, CEIS, revised 18 Apr 2014.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2016. "On Competitive Nonlinear Pricing," IDEI Working Papers 866, Institut d'Économie Industrielle (IDEI), Toulouse, revised Mar 2018.
- Andrea Attar & Thomas Mariotti & Francois Salanie, 2019. "On competitive nonlinear pricing," Post-Print hal-02097209, HAL.
- Attar, Andrea & Mariotti, Thomas & Salanié, François, 2016. "On Competitive Nonlinear Pricing," TSE Working Papers 16-737, Toulouse School of Economics (TSE), revised Mar 2018.
- Salanié, François & Mariotti, Thomas & Attar, Andrea, 2015. "On Competitive Nonlinear Pricing," CEPR Discussion Papers 10850, C.E.P.R. Discussion Papers.
- Yavas, Abdullah, 2001. "The immediacy service of the specialist as a coordination mechanism," International Review of Economics & Finance, Elsevier, vol. 10(3), pages 205-221, July.
- Thierry Foucault & Ailsa Röell & Patrik Sandås, 2003.
"Market Making with Costly Monitoring: An Analysis of the SOES Controversy,"
The Review of Financial Studies, Society for Financial Studies, vol. 16(2), pages 345-384.
- Thierry Foucault & Ailsa Röell & Patrik Sandas, 2000. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Working Papers hal-00601494, HAL.
- FOUCAULT, Thierry & RÖELL, Ailsa & SANDAS, Patrik, 2000. "Market Making with Costly Monitoring : An Analysis of the SOES Controversy," HEC Research Papers Series 702, HEC Paris.
- Thierry Foucault & Ailsa Roell & Patrik Sandas, 2003. "Market Making with Costly Monitoring: An Analysis of the SOES Controversy," Post-Print hal-00459778, HAL.
- Giovanni Cespa & Xavier Vives, 2022.
"Exchange Competition, Entry, and Welfare,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2570-2624.
- Vives, Xavier & Cespa, Giovanni, 2018. "Exchange Competition, Entry, and Welfare," CEPR Discussion Papers 13415, C.E.P.R. Discussion Papers.
- Giovanni Cespa & Xavier Vives, 2018. "Exchange Competition, Entry, and Welfare," CESifo Working Paper Series 7432, CESifo.
- Brogaard, Jonathan & Garriott, Corey, 2019.
"High-Frequency Trading Competition,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(4), pages 1469-1497, August.
- Jonathan Brogaard & Corey Garriott & Anna Pomeranets, 2014. "High-Frequency Trading Competition," Staff Working Papers 14-19, Bank of Canada.
- Bondarenko, Oleg, 2001. "Competing market makers, liquidity provision, and bid-ask spreads," Journal of Financial Markets, Elsevier, vol. 4(3), pages 269-308, June.
- Carapella, Francesca & Monnet, Cyril, 2020.
"Dealers’ insurance, market structure, and liquidity,"
Journal of Financial Economics, Elsevier, vol. 138(3), pages 725-753.
- Cyril Monnet & Francesca Carapella, 2013. "Dealers' Insurance, Market Structure And Liquidity," 2013 Meeting Papers 1144, Society for Economic Dynamics.
- Francesca Carapella & Cyril Monnet, 2018. "Dealers' Insurance, Market Structure, And Liquidity," Diskussionsschriften dp1812, Universitaet Bern, Departement Volkswirtschaft.
- Francesca Carapella & Cyril Monnet, 2020. "Dealers' insurance, market structure, and liquidity," BIS Working Papers 861, Bank for International Settlements.
- Francesca Carapella & Cyril Monnet, 2017. "Dealers' Insurance, Market Structure, And Liquidity," Finance and Economics Discussion Series 2017-119, Board of Governors of the Federal Reserve System (U.S.).
- Zhang, Wei & Huang, Ke & Feng, Xu & Zhang, Yongjie, 2017. "Market maker competition and price efficiency: Evidence from China," Economic Modelling, Elsevier, vol. 66(C), pages 121-131.
- Marco Wölfle, 2009. "Information-based trade in Russia and the effects of listing abroad," Economic Change and Restructuring, Springer, vol. 42(4), pages 229-262, November.
- Czech, Robert & Pintér, Gábor, 2020.
"Informed trading and the dynamics of client-dealer connections in corporate bond markets,"
Bank of England working papers
895, Bank of England, revised 20 Jan 2022.
- Robert Czech & Gábor Pintér, 2020. "Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets," Discussion Papers 2032, Centre for Macroeconomics (CFM).
- Boulatov, Alex & Hatch, Brian C. & Johnson, Shane A. & Lei, Adam Y.C., 2009. "Dealer attention, the speed of quote adjustment to information, and net dealer revenue," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1531-1542, August.
- Christian Ewerhart, 2014. "Elastic contests and the robustness of the all-pay auctions," ECON - Working Papers 155, Department of Economics - University of Zurich.
- Calcagno, R. & Lovo, S.M., 2002. "Market Efficiency and Price Formation When Dealers are Asymmetrically Informed," Discussion Paper 2002-42, Tilburg University, Center for Economic Research.
- Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia, 2015.
"The liquidity premium in CDS transaction prices: Do frictions matter?,"
Journal of Banking & Finance, Elsevier, vol. 61(C), pages 184-205.
- Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia, 2015. "The liquidity premium in CDS transaction prices: Do frictions matter?," CFR Working Papers 12-12 [rev.2], University of Cologne, Centre for Financial Research (CFR).
- Alex Boulatov & Thomas J. George, 2013. "Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers," The Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 2096-2137.
- Pierre-Cyrille Hautcoeur & Amir Rezaee & Angelo Riva, 2023.
"Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century,"
Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 17(2), pages 261-299, May.
- Pierre-Cyrille Hautcoeur & Amir Rezaee & Angelo Riva, 2023. "Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century," Post-Print halshs-03761767, HAL.
- Pierre-Cyrille Hautcoeur & Amir Rezaee & Angelo Riva, 2023. "Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century," PSE-Ecole d'économie de Paris (Postprint) halshs-03761767, HAL.
- Pasquariello, Paolo, 2010. "Central bank intervention and the intraday process of price formation in the currency markets," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1045-1061, October.
- Petkov, Vladimir, 2018. "A model of sales with differentiated and homogeneous goods," Economics Letters, Elsevier, vol. 171(C), pages 214-217.
- Marco Wölfle, 2015. "Information-Based Trade in German Real Estate and Equity Markets," Risks, MDPI, vol. 3(4), pages 1-26, December.
- Markus Baldauf & Joshua Mollner, 2020. "High‐Frequency Trading and Market Performance," Journal of Finance, American Finance Association, vol. 75(3), pages 1495-1526, June.
- Peter C. Reiss & Ingrid M. Werner, 1996. "Transaction Costs in Dealer Markets: Evidence from the London Stock Exchange," NBER Chapters, in: The Industrial Organization and Regulation of the Securities Industry, pages 125-176, National Bureau of Economic Research, Inc.
- Manzano, Carolina, 1999. "Integration versus segmentation in a dealer market," DEE - Working Papers. Business Economics. WB 6514, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Salomonsson, Marcus, 2009. "Introducing a spread into the Kyle model," SSE/EFI Working Paper Series in Economics and Finance 713, Stockholm School of Economics.
- Ewerhart, Christian, 2017.
"Contests with small noise and the robustness of the all-pay auction,"
Games and Economic Behavior, Elsevier, vol. 105(C), pages 195-211.
- Christian Ewerhart, 2015. "Contests with small noise and the robustness of the all-pay auction," ECON - Working Papers 186, Department of Economics - University of Zurich, revised Jun 2017.
- William B. English, 2002. "Financial consolidation and monetary policy," Economic Policy Review, Federal Reserve Bank of New York, vol. 8(May), pages 271-284.
- Calcagno, R. & Lovo, S.M., 2002. "Market Efficiency and Price Formation When Dealers are Asymmetrically Informed," Other publications TiSEM 30951a58-24f2-43f0-9e35-e, Tilburg University, School of Economics and Management.
- Baruch, Shmuel & Glosten, Lawrence R., 2019. "Tail expectation and imperfect competition in limit order book markets," Journal of Economic Theory, Elsevier, vol. 183(C), pages 661-697.
- Suchismita Mishra & Le Zhao, 2021. "Order Routing Decisions for a Fragmented Market: A Review," JRFM, MDPI, vol. 14(11), pages 1-32, November.
- Lepone, Andrew & Wong, Jin Boon, 2017. "Pseudo market-makers, market quality and the minimum tick size," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 88-100.
- Peter C. Reiss & Ingrid M. Werner, 1994. "Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange," NBER Working Papers 4727, National Bureau of Economic Research, Inc.
- Ramiro Losada López, 2009. "Could regulation of the ABS secondary market improve social welfare?," CNMV Working Papers CNMV Working Papers no. 3, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- LOVO, Stefano M. & CALCAGNO, R., 2001. "Market efficiency and Price Formation when Dealers are Asymmetrically Informed," HEC Research Papers Series 737, HEC Paris.
- Parlour, Christine A. & Rajan, Uday, 2003. "Payment for order flow," Journal of Financial Economics, Elsevier, vol. 68(3), pages 379-411, June.