How and when is dual trading irrelevant?
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References listed on IDEAS
- Bernhardt, Dan & Taub, Bart, 2008. "Front-running dynamics," Journal of Economic Theory, Elsevier, vol. 138(1), pages 288-296, January.
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- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-1335, November.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Katsumasa Nishide & Yuan Tian, 2015. "Auction versus Dealership Markets: Impact of Proprietary Trading with Transaction Fees," KIER Working Papers 922, Kyoto University, Institute of Economic Research.
More about this item
KeywordsMarket microstructure finance Dual trading Informed speculators Liquidity trade Private information Cauchy-Schwarz inequality;
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