Search Results - subject:"Workup"

Antill, Samuel; Duffie, Darrell - 2020

We explain how the common practice of size-discovery trade detracts from overallfinancial market efficiency. At each of a series of size-discovery sessions, traders report theirdesired trades, generating allocations of the asset and cash that rely on the most recent exchangeprice. Traders can...

Persistent link: https://www.econbiz.de/10012244479

Augmenting markets with mechanisms

Antill, Samuel; Duffie, Darrell - In: The review of economic studies : RES 88 (2021) 4, pp. 1665-1719

Persistent link: https://www.econbiz.de/10012595369

Market structure and transaction costs of index CDSs

Collin-Dufresne, Pierre; Junge, Benjamin; Trolle, Anders B. - 2017 - This version: September 12, 2017

Persistent link: https://www.econbiz.de/10011899981

Size discovery

Duffie, Duffie; Zhu, Haoxiang - 2016

pressure. Primary examples include ``workup'' in Treasury markets, ``matching sessions'' in corporate bond and CDS markets, and …

Persistent link: https://www.econbiz.de/10011862345

Size discovery

Duffie, Darell; Zhu, Haoxiang - 2016

Persistent link: https://www.econbiz.de/10011575936

Workup

Pancs, Romans - In: Review of Economic Design 18 (2014) 1, pp. 37-71

practitioners) the “workup”. The workup is ubiquitous in the U.S. and Canadian bond markets and in over-the-counter markets. The … model suggests that even when iceberg orders are available, traders will still use the workup if splitting an order is …

Persistent link: https://www.econbiz.de/10010994699

Workup

Pancs, Romans - In: Review of economic design : RED 18 (2014) 1, pp. 37-71

Persistent link: https://www.econbiz.de/10010260021