Market-making strategy with asymmetric information and regime-switching
Qing-Qing Yang, Wai-Ki Ching, Jia-Wen Gu, Tak-Kuen Siu
| Year of publication: |
May 2018
|
|---|---|
| Authors: | Yang, Qing-Qing ; Ching, Wai Ki ; Gu, Jia-Wen ; Siu, Tak Kuen |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 90.2018, p. 408-433
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| Subject: | Triggering events | Asymmetric information | Regime shifts | Optimal market-marking strategies | Information delay | Asymmetrische Information | Theorie | Theory | Adverse Selektion | Adverse selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.04.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011974101