Informational Differences Between Limit and Market Orders for a Market Maker
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- Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovespian & Jacob Tolk & Ionut Florescu, 2009.
"'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 14(3), pages 268-279.
- Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu, 2009. "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 1-1.
- Ulibarri, Carlos A. & Anselmo, Peter & Hovsepian, Karen & Florescu, Ionut & Tolk, Jacob, 2008. "'Noise trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," MPRA Paper 14814, University Library of Munich, Germany.
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- Gerke, Wolfgang & Arneth, Stefan & Syha, Christine, 2000. "The impact of the order book privilege on traders' behavior and the market process: An experimental study," Journal of Economic Psychology, Elsevier, vol. 21(2), pages 167-189, April.
- Joseph J. Schultz Jr. & Sandra G. Gustavson & Frank K. Reilly, 1985. "Factors Influencing The New York Stock Exchange Specialists' Price-Setting Behavior: An Experiment," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(2), pages 137-144, June.
- Joseph Kadane & Javier Girón & Daniel Peña & Peter Fishburn & Simon French & D. Lindley & Giovanni Parmigiani & Robert Winkler, 1993. "Several Bayesians: A review," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 2(1), pages 1-32, December.
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