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THE MICROECONOMICS OF MARKET MAKING
被引:255
作者
:
OHARA, M
论文数:
0
引用数:
0
h-index:
0
OHARA, M
OLDFIELD, GS
论文数:
0
引用数:
0
h-index:
0
OLDFIELD, GS
机构
:
来源
:
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
|
1986年
/ 21卷
/ 04期
关键词
:
D O I
:
10.2307/2330686
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202
[应用经济学]
;
摘要
:
引用
收藏
页码:361 / 376
页数:16
相关论文
共 14 条
[1]
DEALERSHIP MARKET - MARKET-MAKING WITH INVENTORY
[J].
AMIHUD, Y
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,NEW YORK,NY 10027
AMIHUD, Y
;
MENDELSON, H
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,NEW YORK,NY 10027
MENDELSON, H
.
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(01)
:31
-53
[2]
CHARACTERIZATION OF OPTIMAL PLANS FOR STOCHASTIC DYNAMIC PROGRAMS
[J].
论文数:
引用数:
h-index:
机构:
BLUME, L
;
论文数:
引用数:
h-index:
机构:
EASLEY, D
;
OHARA, M
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,GRAD SCH BUSINESS & PUBL ADM,DEPT ECON,ITHACA,NY 14853
CORNELL UNIV,GRAD SCH BUSINESS & PUBL ADM,DEPT ECON,ITHACA,NY 14853
OHARA, M
.
JOURNAL OF ECONOMIC THEORY,
1982,
28
(02)
:221
-234
[3]
OPTIMAL DYNAMIC BEHAVIOR OF A MARKET MAKER IN CHOOSING BID AND ASKED PRICES
[J].
BRADFIELD, J
论文数:
0
引用数:
0
h-index:
0
BRADFIELD, J
.
JOURNAL OF ECONOMICS AND BUSINESS,
1982,
34
(04)
:303
-315
[4]
FORMAL DYNAMIC-MODEL OF MARKET MAKING
[J].
BRADFIELD, J
论文数:
0
引用数:
0
h-index:
0
BRADFIELD, J
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1979,
14
(02)
:275
-291
[5]
BURDETT K, 1983, BUILDING BLOCKS INTR
[6]
TRANSACTION COSTS, ORDER PLACEMENT STRATEGY, AND EXISTENCE OF THE BID-ASK SPREAD
[J].
COHEN, KJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
COHEN, KJ
;
MAIER, SF
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
MAIER, SF
;
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
SCHWARTZ, RA
;
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
WHITCOMB, DK
.
JOURNAL OF POLITICAL ECONOMY,
1981,
89
(02)
:287
-305
[7]
COST OF TRANSACTING
[J].
DEMSETZ, H
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
DEMSETZ, H
.
QUARTERLY JOURNAL OF ECONOMICS,
1968,
82
(01)
:33
-53
[8]
Feller W., 2008, INTRO PROBABILITY TH
[9]
MARKET MICROSTRUCTURE
[J].
GARMAN, MB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
UNIV CALIF BERKELEY,BERKELEY,CA 94720
GARMAN, MB
.
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(03)
:257
-275
[10]
OPTIMAL DEALER PRICING UNDER TRANSACTIONS AND RETURN UNCERTAINTY
[J].
HO, T
论文数:
0
引用数:
0
h-index:
0
机构:
VANDERBILT UNIV,NASHVILLE,TN 37240
VANDERBILT UNIV,NASHVILLE,TN 37240
HO, T
;
论文数:
引用数:
h-index:
机构:
STOLL, HR
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:47
-73
←
1
2
→
共 14 条
[1]
DEALERSHIP MARKET - MARKET-MAKING WITH INVENTORY
[J].
AMIHUD, Y
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,NEW YORK,NY 10027
AMIHUD, Y
;
MENDELSON, H
论文数:
0
引用数:
0
h-index:
0
机构:
COLUMBIA UNIV,NEW YORK,NY 10027
MENDELSON, H
.
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(01)
:31
-53
[2]
CHARACTERIZATION OF OPTIMAL PLANS FOR STOCHASTIC DYNAMIC PROGRAMS
[J].
论文数:
引用数:
h-index:
机构:
BLUME, L
;
论文数:
引用数:
h-index:
机构:
EASLEY, D
;
OHARA, M
论文数:
0
引用数:
0
h-index:
0
机构:
CORNELL UNIV,GRAD SCH BUSINESS & PUBL ADM,DEPT ECON,ITHACA,NY 14853
CORNELL UNIV,GRAD SCH BUSINESS & PUBL ADM,DEPT ECON,ITHACA,NY 14853
OHARA, M
.
JOURNAL OF ECONOMIC THEORY,
1982,
28
(02)
:221
-234
[3]
OPTIMAL DYNAMIC BEHAVIOR OF A MARKET MAKER IN CHOOSING BID AND ASKED PRICES
[J].
BRADFIELD, J
论文数:
0
引用数:
0
h-index:
0
BRADFIELD, J
.
JOURNAL OF ECONOMICS AND BUSINESS,
1982,
34
(04)
:303
-315
[4]
FORMAL DYNAMIC-MODEL OF MARKET MAKING
[J].
BRADFIELD, J
论文数:
0
引用数:
0
h-index:
0
BRADFIELD, J
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1979,
14
(02)
:275
-291
[5]
BURDETT K, 1983, BUILDING BLOCKS INTR
[6]
TRANSACTION COSTS, ORDER PLACEMENT STRATEGY, AND EXISTENCE OF THE BID-ASK SPREAD
[J].
COHEN, KJ
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
COHEN, KJ
;
MAIER, SF
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
MAIER, SF
;
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
SCHWARTZ, RA
;
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
WHITCOMB, DK
.
JOURNAL OF POLITICAL ECONOMY,
1981,
89
(02)
:287
-305
[7]
COST OF TRANSACTING
[J].
DEMSETZ, H
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL
UNIV CHICAGO,CHICAGO,IL
DEMSETZ, H
.
QUARTERLY JOURNAL OF ECONOMICS,
1968,
82
(01)
:33
-53
[8]
Feller W., 2008, INTRO PROBABILITY TH
[9]
MARKET MICROSTRUCTURE
[J].
GARMAN, MB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF BERKELEY,BERKELEY,CA 94720
UNIV CALIF BERKELEY,BERKELEY,CA 94720
GARMAN, MB
.
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(03)
:257
-275
[10]
OPTIMAL DEALER PRICING UNDER TRANSACTIONS AND RETURN UNCERTAINTY
[J].
HO, T
论文数:
0
引用数:
0
h-index:
0
机构:
VANDERBILT UNIV,NASHVILLE,TN 37240
VANDERBILT UNIV,NASHVILLE,TN 37240
HO, T
;
论文数:
引用数:
h-index:
机构:
STOLL, HR
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
:47
-73
←
1
2
→