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Crossing Networks and Dealer Markets: Competition and Performance

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Author Info
Terrence Hendershott (Simon School of Business, University of Rochester,)
Haim Mendelson (Graduate School of Business, Stanford University)
Abstract

This paper studies the interaction between dealer markets and a relatively new form of exchange, passive crossing networks, where buyers and sellers trade directly with one another. We find that the crossing network is characterized by both positive ('liquidity') and negative ('crowding') externalities, and we analyze the effects of its introduction on the dealer market. Traders who use the dealer market as a 'market of last resort' can induce dealers to widen their spread and can lead to more efficient subsequent prices, but traders who only use the crossing network can provide a counterbalancing effect by reducing adverse selection and inventory holding costs. Copyright The American Finance Association 2000.

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Article provided by American Finance Association in its journal The Journal of Finance.

Volume (Year): 55 (2000)
Issue (Month): 5 (October)
Pages: 2071-2115
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:jfinan:v:55:y:2000:i:5:p:2071-2115

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  1. James Weston, 2002. "Electronic Communication Networks and Liquidity on the Nasdaq," Journal of Financial Services Research, Springer, vol. 22(1), pages 125-139, August. [Downloadable!] (restricted)
  2. Degryse, H.A. & Achter, M. van & Wuyts, G., 2007. "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Discussion Paper 2007-017, Tilburg University, Tilburg Law and Economic Center. [Downloadable!]
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