The optimal pricing of a market maker in a heterogeneous agent economy
Bin Guo, Wei Zhang, Shu-Heng Chen, Yongjie Zhang
| Year of publication: |
August 2015
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|---|---|
| Authors: | Guo, Bin ; Zhang, Wei ; Chen, Shu-Heng ; Zhang, Yongjie |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 14.2015, p. 178-187
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| Subject: | Market-maker trading mechanism | Bid-ask prices | Heterogeneous agent economy | Theorie | Theory | Geld-Brief-Spanne | Bid-ask spread | Preismanagement | Pricing strategy | Anlageverhalten | Behavioural finance | Marktmechanismus | Market mechanism | Börsenkurs | Share price | Asymmetrische Information | Asymmetric information | Unvollkommener Markt | Incomplete market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2015.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011552732