Add to ORKGThe London Stock Exchange operates two separate trading platforms for UK equities: an automated limit order book (SETS) and a multiple dealer market (SEAQ). This paper examines the relative efficiency of the different market structures, by comparing the spread experienced by traders in each market
This thesis investigates the trading on the London Stock Exchange, a multiple dealership market. It ...
We use computer-based simulations of a stock market as a background environment for experimental tes...
The thesis investigates information and liquidity provision in financial markets. I explore the impl...
The first chapter investigates the price and volatility impacts produced by block trades in an inter...
All investment firms in Europa must track the market quality of different exchanges and choose the b...
This work compares a dealer market and a limit-order book. Dealers commonly observe order flow and c...
The paper compares the trading costs for institutional investors who are subject to liquidity shocks...
We analyse the trade characteristics and market conditions which determine the market share of an el...
We examine the trade characteristics and market conditions which determine the mar-ket share of an e...
We provide a three way theoretical comparison of dealer, limit order, and hybrid markets and analyze...
Following the LTCM collapse and the Asian crisis, liquidity has become a key issue for practitioners...
In this paper we develop a model of an order-driven market where traders set bids and asks and post ...
Market microstructure is a relatively new area in finance which emerged as a result of inconsistency...
Comments welcome In light of the increased role of technology in the trading process in recent years...
This article compares the cost of trading large capitalisation equities on the hybrid order-driven s...
This thesis investigates the trading on the London Stock Exchange, a multiple dealership market. It ...
We use computer-based simulations of a stock market as a background environment for experimental tes...
The thesis investigates information and liquidity provision in financial markets. I explore the impl...
The first chapter investigates the price and volatility impacts produced by block trades in an inter...
All investment firms in Europa must track the market quality of different exchanges and choose the b...
This work compares a dealer market and a limit-order book. Dealers commonly observe order flow and c...
The paper compares the trading costs for institutional investors who are subject to liquidity shocks...
We analyse the trade characteristics and market conditions which determine the market share of an el...
We examine the trade characteristics and market conditions which determine the mar-ket share of an e...
We provide a three way theoretical comparison of dealer, limit order, and hybrid markets and analyze...
Following the LTCM collapse and the Asian crisis, liquidity has become a key issue for practitioners...
In this paper we develop a model of an order-driven market where traders set bids and asks and post ...
Market microstructure is a relatively new area in finance which emerged as a result of inconsistency...
Comments welcome In light of the increased role of technology in the trading process in recent years...
This article compares the cost of trading large capitalisation equities on the hybrid order-driven s...
This thesis investigates the trading on the London Stock Exchange, a multiple dealership market. It ...
We use computer-based simulations of a stock market as a background environment for experimental tes...
The thesis investigates information and liquidity provision in financial markets. I explore the impl...