Results 141 to 150 of about 5,516,641 (194)
Correction: The collaborative evolution of trust, information flow, and social cooperation: a study on network stability based on dynamic game models. [PDF]
Sci RepJun Y, Xiaoyu X, Weiqi L.
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Mechanism-Based Predictions of Local Tissue and Systemic Exposure for Drug Products Delivered Through the Female Reproductive Tract. [PDF]
J Clin PharmacolLi X +10 more
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Competition for Order Flow and Smart Order Routing Systems [PDF]
SSRN Electronic Journal, 2006 ABSTRACTWe study the rivalry between Euronext and the London Stock Exchange (LSE) in the Dutch stock market to test hypotheses about the effect of market fragmentation. As predicted by our theory, the consolidated limit order book is deeper after entry of the LSE.
Foucault, Thierry, Menkveld, Albert J.
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SSRN Electronic Journal, 2001
We develop a dynamic model of price competition in broker and dealer markets. Competing market makers quote bid-ask spreads, and competing brokers choose commissions to be paid by an investor. Investors, who submit either market or limit orders, choose a broker to minimize total transaction costs. We model this as an infinitely-repeated game.
Christine A. Parlour, Uday Rajan
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We develop a dynamic model of price competition in broker and dealer markets. Competing market makers quote bid-ask spreads, and competing brokers choose commissions to be paid by an investor. Investors, who submit either market or limit orders, choose a broker to minimize total transaction costs. We model this as an infinitely-repeated game.
Christine A. Parlour, Uday Rajan
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Zeitschrift für Bankrecht und Bankwirtschaft, 2022
Abstract Payment for Order Flow (PFOF) is the practice of execution venues to make payments to a brokerage firm if the brokerage firm routes client orders to these execution venues. Following the “Gamestop” incident, PFOF has become the subject of increased scrutiny in the US and the EU.
Gunnar Schuster, Marius Raetz
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Abstract Payment for Order Flow (PFOF) is the practice of execution venues to make payments to a brokerage firm if the brokerage firm routes client orders to these execution venues. Following the “Gamestop” incident, PFOF has become the subject of increased scrutiny in the US and the EU.
Gunnar Schuster, Marius Raetz
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Market Order Flows, Limit Order Flows and Exchange Rate Dynamics
SSRN Electronic Journal, 2014We extend the ‘portfolio shifts’ model of Evans and Lyons (2002) to allow FX dealers to use both limit and market orders in order to exploit private information in inter-dealer trading. Both market and limit orders contain information on customer-dealer flows. Consequently, equilibrium exchange rates depend on both types of order flows.
Roman Kozhan +2 more
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Optimal Trade Execution Under Endogenous Order Flow
Operations Research, 2021How should a large investor trade when their actions influence—and are influenced by—others in the market? This paper investigates optimal execution in financial markets where order flow is endogenous and governed by self-exciting dynamics. Market order arrivals are modeled using a Hawkes process, with intensity shaped by the trader’s own activity ...
Ying Chen, Ulrich Horst, Hoang Hai Tran
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