Internalisation by electronic FX spot dealers
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Publication:4628034
DOI10.1080/14697688.2018.1504167zbMath1407.91292OpenAlexW2771815220WikidataQ129329237 ScholiaQ129329237MaRDI QIDQ4628034
No author found.
Publication date: 6 March 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/90485/
Related Items (4)
Liquidity in competitive dealer markets ⋮ Algorithmic market making in dealer markets with hedging and market impact ⋮ AI-driven liquidity provision in OTC financial markets ⋮ Price signatures
Cites Work
- Option market making under inventory risk
- More statistical properties of order books and price impact
- Price Dynamics in a Markovian Limit Order Market
- A Stochastic Model for Order Book Dynamics
- OR FORUM—Little's Law as Viewed on Its 50th Anniversary
- Institutional Investors and Stock Market Volatility
- High-frequency trading in a limit order book
- Relation between bid–ask spread, impact and volatility in order-driven markets
- A Proof for the Queuing Formula: L = λW
- Execution in an aggregator
- Last look
- Price fluctuations from the order book perspective - empirical facts and a simple model
- Unnamed Item
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