Paying for market liquidity: Competition and incentives
Year of publication: |
2019
|
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Authors: | Bellia, Mario ; Pelizzon, Loriana ; Subrahmanyam, Marti G. ; Uno, Jun ; Yuferova, Darya |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe |
Subject: | High-Frequency Trading (HFT) | Designated Market Makers (DMMs) Market Making | Adverse Selection | Liquidity Provision |
Series: | SAFE Working Paper ; 247 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3354400 [DOI] 166251591X [GVK] hdl:10419/194575 [Handle] RePEc:zbw:safewp:247 [RePEc] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Paying for market liquidity : competition and incentives
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