搜索结果: 1-5 共查到“经济学 market makers”相关记录5条 . 查询时间(0.087 秒)
Bid Takers or Market Makers? The Effect of Auctioneers on Auction Outcomes
Auction Outcomes Makers
2015/7/21
Auction design has been studied extensively; however, within a given design, does the process of
how an auction is conducted matter as well? We address this question by looking for systematic
hete...
The role of market makers in the Euronext milling wheat contract
market maker milling wheat futures roll’s measure transactions costs
2014/7/9
The knowledge of transaction costs is important for market participants. Profits accrued while dealing in e.g. commodity futures do not just depend on the development of the futures or the underlying ...
A Utility Framework for Bounded-Loss Market Makers
Utility Framework Bounded-Loss Market Makers
2012/9/14
We introduce a class ofutility-based market makersthat always accept orders at their risk-neutral prices. We derive necessary and sufficient conditions for such market makers to have bounded loss. We ...
Inventory Effects of Two Risk-Averse Market Makers
market microstructure inventory risk-averse market maker coalition
2009/5/7
The inventory positions of two risk-averse market makers are introduced into a Kyle (1985) type batch trading model and the effects analyzed. An equilibrium is defined including participation constra...
Inventory Effects of Two Risk-Averse Market Makers
market microstructure inventory risk-averse market maker coalition
2010/12/7
The inventory positions of two risk-averse market makers are introduced into a Kyle (1985) type batch trading model and the effects analyzed. An equilibrium is defined including participation constrai...