Trading Under Market Impact: Crossing Networks Interacting With Dealer Markets
Jana Bielagk
◽
Ulrich Horst
◽
Santiago Moreno-Bromberg
2019 ◽
Vol 100
◽
pp. 131-151
Jana Bielagk
◽
Ulrich Horst
◽
Santiago Moreno-Bromberg
2000 ◽
Vol 55
(5)
◽
pp. 2071-2115
◽
Terrence Hendershott
◽
Haim Mendelson
Nuno G. Fernandes
◽
Ugur Lel
◽
Darius P. Miller
Guodong Yuan
◽
Ron P. McIver
◽
Michael Burrow