The effects of market-making on price dynamics (2006)

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by Sanmay Das
Citations:19 - 5 self

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ABSTRACT The Effects of Market-Making on Price Dynamics – unknown authors
Dealers, Insiders and Bandits: Learning and its Effects on Market Outcomes – Sanmay Das, Tomaso Poggio, Sanmay Das - 2006
294 The Microstructure Approach to Exchange Rates – Richard K. Lyons - 2000
6 Intelligent Market-Making in Artificial Financial Markets – S. Das, Sanmay Das, Snmy Ds - 2003
5 An agent-based model of dealership markets – Sanmay Das
16 Adapting to a Market Shock: Optimal Sequential Market-Making – Sanmay Das, Malik Magdon-ismail
440 Illiquidity and Stock Returns: Cross-section and Time-series Effects – Yakov Amihud - 2002
355 Liquidity Risk and Expected Stock Returns – Lubos Pastor, Robert F. Stambaugh - 2002
219 Order Flow and Exchange Rate Dynamics – Martin D. D. Evans, Richard K. Lyons - 2002