Market making with asymmetric information and inventory risk

Hong Liu, Yajun Wang

Year of publication:	May 2016
Authors:	Liu, Hong ; Wang, Yajun
Published in:	Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 163.2016, p. 73-109
Subject:	Market making \| Illiquidity \| Bid-ask spread \| Asymmetric information \| Imperfect competition \| Asymmetrische Information \| Geld-Brief-Spanne \| Theorie \| Theory \| Unvollkommener Wettbewerb \| Marktmikrostruktur \| Market microstructure \| Adverse Selektion \| Adverse selection

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