Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk
Year of publication: |
2020
|
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Authors: | Bernales, Alejandro ; Garrido, Nicolás ; Sagade, Satchit ; Valenzuela, Marcela ; Westheide, Christian |
Publisher: |
Frankfurt a. M. : Leibniz Institute for Financial Research SAFE |
Subject: | Fragmentation | Competition | Liquidity | Price Efficiency |
Series: | SAFE Working Paper ; 234 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3276548 [DOI] 1737356007 [GVK] hdl:10419/225341 [Handle] RePEc:zbw:safewp:234 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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Trader competition in fragmented markets : liquidity supply versus picking-off risk
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