## Abstract This study is the first to examine the intraday behavior of quoted depth in a competitive dealer market. In sharp contrast to previous research that focuses on specialist markets, quoted depth is lowest at the open of trading, plateaus around the middle of the day, and then dramatically
Cooperative behavior in a competitive market
โ Scribed by Leonard J. Mirman; Yair Tauman; Israel Zang
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 977 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0165-4896
No coin nor oath required. For personal study only.
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