LIQUIDITY PROVISION IN CAPACITY-CONSTRAINED MARKETS

DOI10.1017/S1365100510000714zbMath1270.91067MaRDI QIDQ2843360

Pierre-Olivier Weill

Publication date: 22 August 2013

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

search; market makers inventory management; time-varying bid-ask spread

Mathematics Subject Classification ID

91B64: Macroeconomic theory (monetary models, models of taxation)

91B24: Microeconomic theory (price theory and economic markets)

90B05: Inventory, storage, reservoirs