Liquidity Supply across Multiple Trading Venues
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- Lescourret, Laurence & Moinas, Sophie, 2015. "Liquidity Supply across Multiple Trading Venues," ESSEC Working Papers WP1505, ESSEC Research Center, ESSEC Business School.
- Lescourret, Laurence & Moinas, Sophie, 2014. "Liquidity Supply across Multiple Trading Venues," TSE Working Papers 14-533, Toulouse School of Economics (TSE), revised Mar 2015.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fany Declerck & Laurence Lescourret, 2015.
"Dark pools et trading haute fréquence : une évolution utile ?,"
Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 113-126.
- Fany Declerck & Laurence Lescourret, 2015. "Dark pools et trading haute-fréquence : une évolution utile ?," Post-Print halshs-01398632, HAL.
More about this item
KeywordsMarket fragmentation; multi-venue market-making; bid-ask spreads;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MST-2015-08-25 (Market Microstructure)
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