Dynamic order submission strategies with competition between a dealer market and a crossing network

• 31 March 2009
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 91  (3) , 319-338
• https://doi.org/10.1016/j.jfineco.2008.02.007

Abstract

Keywords

• G14
• G20
• ALTERNATIVE TRADING SYSTEMS
• CROSSING NETWORK
• ORDER FLOW
• TRANSPARENCY
• WELFARE

All Related Versions

• Version 1, 2007-01-01, RePEc (Unconfirmed version)