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Ho et al., 1983 - Google Patents

The dynamics of dealer markets under competition

Ho et al., 1983

Document ID
5062274927006743235
Author
Ho T
Stoll H
Publication year
Publication venue
The Journal of finance

External Links

Snippet

The behavior of competing dealers in securities markets is analyzed. Securities are characterized by stochastic returns and stochastic transactions. Reservation bid and ask prices of dealers are derived under alternative assumptions about the degree to which …
Continue reading at onlinelibrary.wiley.com (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
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    • G06Q10/00—Administration; Management
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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
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