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An Integrated Model of Market...
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ECONIS (ZBW)
44
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1
An integrated model of market and limit orders
Chakravarty, Sugato
- In:
Journal of financial intermediation
4
(
1995
)
3
,
pp. 213-241
Persistent link: https://www.econbiz.de/10001186724
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2
Index arbitrage as cross-sectional market making
Holden, Craig W.
- In:
The journal of futures markets
15
(
1995
)
4
,
pp. 423-455
Persistent link: https://www.econbiz.de/10001185356
Saved in:
3
A simple model of payment for order flow, internalization, and total trading cost
Battalio, Robert H.
;
Holden, Craig W.
- In:
Journal of financial markets
4
(
2001
)
1
,
pp. 33-71
Persistent link: https://www.econbiz.de/10001539061
Saved in:
4
Risk aversion, imperfect competition, and long-lived information
Holden, Craig W.
- In:
Economics letters
44
(
1994
)
1
,
pp. 181-190
Persistent link: https://www.econbiz.de/10001163997
Saved in:
5
Long-lived private information and imperfect competition
Holden, Craig W.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 247-270
Persistent link: https://www.econbiz.de/10001124507
Saved in:
6
News events, information acquisition, and serial correlation
Holden, Craig W.
;
Subrahmanyam, Avanidhar
- In:
The journal of business : B
75
(
2002
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001641877
Saved in:
7
On the existence of linear equilibria in models of market making
Bagnoli, Mark Edward
;
Viswanathan, S.
;
Holden, Craig W.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10001650917
Saved in:
8
What is the impact of introducing a parallel OTC market? : theory and evidence from the chinese interbank FX market
Holden, Craig W.
;
Lu, Dong
;
Lugovskyy, Volodymyr
; …
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 270-291
Persistent link: https://www.econbiz.de/10013188697
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9
An analysis of brokers' trading, with applications to order flow internalization and off-exchange block sales
Chakravarty, Sugato
;
Sarkar, Asani
-
1998
Persistent link: https://www.econbiz.de/10001516036
Saved in:
10
Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders
Chakravarty, Sugato
;
Sarkar, Asani
;
Wu, Lifan
-
1998
Persistent link: https://www.econbiz.de/10001516039
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