Trading under market impact: crossing networks interacting with dealer markets

DOI10.1016/j.jedc.2018.09.009zbMath1411.91483OpenAlexW2909226435WikidataQ128626775 ScholiaQ128626775MaRDI QIDQ1734539

Santiago Moreno-Bromberg, Jana Bielagk, Ulrich Horst

Publication date: 27 March 2019

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/185709

zbMATH Keywords

asymmetric informationnonlinear pricingdealer marketscrossing networksprincipal-agent games

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Does the bid-ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment

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