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THE DYNAMICS OF DEALER MARKETS UNDER COMPETITION
被引:301
作者
:
HO, TSY
论文数:
0
引用数:
0
h-index:
0
HO, TSY
STOLL, HR
论文数:
0
引用数:
0
h-index:
0
STOLL, HR
机构
:
来源
:
JOURNAL OF FINANCE
|
1983年
/ 38卷
/ 04期
关键词
:
D O I
:
10.2307/2328011
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:1053 / 1074
页数:22
相关论文
共 20 条
[1]
DEALERSHIP MARKET - MARKET-MAKING WITH INVENTORY
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
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(01)
: 31
-
53
[2]
Benston G., 1974, J FINANC ECON, V1, P353, DOI [10.1016/0304-405X(74)90014-2, DOI 10.1016/0304-405X(74)90014-2]
[3]
TRANSACTION COSTS, ORDER PLACEMENT STRATEGY, AND EXISTENCE OF THE BID-ASK SPREAD
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
[J].
JOURNAL OF POLITICAL ECONOMY,
1981,
89
(02)
: 287
-
305
[4]
IMPLICATIONS OF MICROSTRUCTURE THEORY FOR EMPIRICAL-RESEARCH ON STOCK-PRICE BEHAVIOR
COHEN, KJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010
COHEN, KJ
HAWAWINI, GA
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010
HAWAWINI, GA
MAIER, SF
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010
MAIER, SF
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010
SCHWARTZ, RA
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010
WHITCOMB, DK
[J].
JOURNAL OF FINANCE,
1980,
35
(02)
: 249
-
257
[5]
COPELAND T, 1982, INFORMATION EFFECTS
[6]
COST OF TRANSACTING
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
[J].
QUARTERLY JOURNAL OF ECONOMICS,
1968,
82
(01)
: 33
-
53
[7]
STRUCTURAL ORGANIZATION OF SECONDARY MARKETS - CLEARING FREQUENCY, DEALER ACTIVITY AND LIQUIDITY RISK
GARBADE, KD
论文数:
0
引用数:
0
h-index:
0
GARBADE, KD
SILBER, WL
论文数:
0
引用数:
0
h-index:
0
SILBER, WL
[J].
JOURNAL OF FINANCE,
1979,
34
(03)
: 577
-
593
[8]
MARKET MICROSTRUCTURE
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
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(03)
: 257
-
275
[9]
MARKETPLACE FRAGMENTATION, COMPETITION, AND THE EFFICIENCY OF THE STOCK-EXCHANGE
HAMILTON, JL
论文数:
0
引用数:
0
h-index:
0
HAMILTON, JL
[J].
JOURNAL OF FINANCE,
1979,
34
(01)
: 171
-
187
[10]
ON DEALER MARKETS UNDER COMPETITION
HO, T
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
HO, T
STOLL, HR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
STOLL, HR
[J].
JOURNAL OF FINANCE,
1980,
35
(02)
: 259
-
267
←
1
2
→
共 20 条
[1]
DEALERSHIP MARKET - MARKET-MAKING WITH INVENTORY
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
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1980,
8
(01)
: 31
-
53
[2]
Benston G., 1974, J FINANC ECON, V1, P353, DOI [10.1016/0304-405X(74)90014-2, DOI 10.1016/0304-405X(74)90014-2]
[3]
TRANSACTION COSTS, ORDER PLACEMENT STRATEGY, AND EXISTENCE OF THE BID-ASK SPREAD
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
[J].
JOURNAL OF POLITICAL ECONOMY,
1981,
89
(02)
: 287
-
305
[4]
IMPLICATIONS OF MICROSTRUCTURE THEORY FOR EMPIRICAL-RESEARCH ON STOCK-PRICE BEHAVIOR
COHEN, KJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010
COHEN, KJ
HAWAWINI, GA
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010
HAWAWINI, GA
MAIER, SF
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010
MAIER, SF
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010
SCHWARTZ, RA
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL,NEW YORK,NY 10010
WHITCOMB, DK
[J].
JOURNAL OF FINANCE,
1980,
35
(02)
: 249
-
257
[5]
COPELAND T, 1982, INFORMATION EFFECTS
[6]
COST OF TRANSACTING
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
[J].
QUARTERLY JOURNAL OF ECONOMICS,
1968,
82
(01)
: 33
-
53
[7]
STRUCTURAL ORGANIZATION OF SECONDARY MARKETS - CLEARING FREQUENCY, DEALER ACTIVITY AND LIQUIDITY RISK
GARBADE, KD
论文数:
0
引用数:
0
h-index:
0
GARBADE, KD
SILBER, WL
论文数:
0
引用数:
0
h-index:
0
SILBER, WL
[J].
JOURNAL OF FINANCE,
1979,
34
(03)
: 577
-
593
[8]
MARKET MICROSTRUCTURE
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
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(03)
: 257
-
275
[9]
MARKETPLACE FRAGMENTATION, COMPETITION, AND THE EFFICIENCY OF THE STOCK-EXCHANGE
HAMILTON, JL
论文数:
0
引用数:
0
h-index:
0
HAMILTON, JL
[J].
JOURNAL OF FINANCE,
1979,
34
(01)
: 171
-
187
[10]
ON DEALER MARKETS UNDER COMPETITION
HO, T
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
HO, T
STOLL, HR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
STOLL, HR
[J].
JOURNAL OF FINANCE,
1980,
35
(02)
: 259
-
267
←
1
2
→