Intraday market making with overnight inventory costs
Tobias Adrian, Agostino Capponi, Michael Fleming, Erik Vogt, Hongzhong Zhang
| Year of publication: |
2020
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|---|---|
| Authors: | Adrian, Tobias ; Capponi, Agostino ; Fleming, Michael J. ; Vogt, Erik ; Zhang, Hongzhong |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 50.2020, p. 1-28
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| Subject: | Financial intermediation | Market liquidity | Market making | Market microstructure theory | Marktmikrostruktur | Market microstructure | Theorie | Theory | Börsenmakler | Stockbrokers | Finanzintermediation | Schätzung | Estimation | Öffentliche Anleihe | Public bond | Wohlfahrtsanalyse | Welfare analysis | Finanzmarkt | Financial market | Rentenmarkt | Bond market | Marktliquidität | Interbankenmarkt | Interbank market | Kosten | Costs | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2020.100564 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012703799