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The Dynamics of Dealer Markets Under Competition

✍ Scribed by Thomas S. Y. Ho and Hans R. Stoll

Book ID
120772783
Publisher
John Wiley and Sons
Year
1983
Tongue
English
Weight
423 KB
Volume
38
Category
Article
ISSN
0022-1082

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πŸ“œ SIMILAR VOLUMES

Intraday behavior of market depth in a c
Intraday behavior of market depth in a competitive dealer market: A note
✍ Alex Frino; Andrew Lepone; Grant Wearin πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 278 KB

## 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