Trading under Market Impact: Crossing Networks Interacting with Dealer Markets

Lea Fricke January 25, 2019 Project B02

Authors:

Ulrich Horst (HU Berlin)
Jana Bielagk (HU Berlin)
Santiago Moreno-Bromberg (University of Zurich)

Published 2019 in:

Journal of Economic Dynamics and Control, 100, 131-151

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Trading under Market Impact: Crossing Networks Interacting with Dealer Markets

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