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pro vyhledávání: '"Wuyts, Gunther"'
Publikováno v:
In Journal of Financial Intermediation July 2021 47
Akademický článek
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Publikováno v:
In Journal of Financial Economics 2009 91(3):319-338
Akademický článek
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We study the relation between liquidity in financial markets and post-trading fees (i.e. clearing and settlement fees). The clearing and settlement agent (CSD) faces different marginal costs for different types of transactions. Costs are lower for an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::3fb5be07fbb09c73605fc7491dbf0f9a
https://lirias.kuleuven.be/handle/123456789/335865
https://lirias.kuleuven.be/handle/123456789/335865
Autor:
Wuyts, Gunther
This paper analyzes liquidity in an order driven market. We only investigate the best limits in the limit order book, but also take into account the book behind these inside prices. When subsequent prices are close to the best ones and depth at them
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::0a69d142543addabfaea94650cb2d61b
https://www.econstor.eu/bitstream/10419/43220/1/606206884.pdf
https://www.econstor.eu/bitstream/10419/43220/1/606206884.pdf
Autor:
Wuyts, Gunther
This paper analyzes liquidity in an order driven market. We only investigate the best limits in the limit order book, but also take into account the book behind these inside prices. When subsequent prices are close to the best ones and depth at them
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______603::0b97e019038001b3975656fbfb336310
http://publikationen.ub.uni-frankfurt.de/files/6195/08_53.pdf
http://publikationen.ub.uni-frankfurt.de/files/6195/08_53.pdf
Autor:
Wuyts, Gunther
ispartof: Review of Business and Economics issue:2 pages:279-316 status: published
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::5758572f5b6c15cde3e740f62c0a005f
https://lirias.kuleuven.be/handle/123456789/203006
https://lirias.kuleuven.be/handle/123456789/203006
We present a dynamic microstructure model where a dealer market (DM) and a crossing network (CN) interact. Sequentially arriving agents with different valuations for an asset maximize their profits either by trading at a DM or by submitting an order
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4c15910e1f58d5f8fccf9acd85e07d03
https://research.tilburguniversity.edu/en/publications/a63f4ee1-35ab-4fe3-a4ba-22949e7e29d2
https://research.tilburguniversity.edu/en/publications/a63f4ee1-35ab-4fe3-a4ba-22949e7e29d2
ispartof: Tijdschrift voor Bank- en Financiewezen vol:71 issue:2 pages:55-61 status: published
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::0696d9638ec17aba111584a65aafb4a8
https://lirias.kuleuven.be/handle/123456789/203081
https://lirias.kuleuven.be/handle/123456789/203081