Why do dealers buy high and sell low? : an analysis of persistent crossing in extremely segmented markets
Vladimir Atanasov, John J. Merrick, Jr., and Philipp Schuster
| Year of publication: |
March 2017
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|---|---|
| Authors: | Atanasov, Vladimir ; Merrick, John J. ; Schuster, Philipp |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 21.2017, 2, p. 719-760
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| Subject: | Mortgage-backed securities | Frictions | Crossing | Suitability | Fragmentations | Marktsegmentierung | Market segmentation | Asset-Backed Securities | Asset-backed securities | Theorie | Theory | Hypothek | Mortgage |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfw033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011803299