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Intertemporal price discovery by market makers: Active versus passive learning · Study

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ArticleIntertemporal price discovery by market makers: Active versus passive learning

Ananth Madhavan1992

Article1992

Intertemporal price discovery by market makers: Active versus passive learning

Ananth Madhavan

51 citations·0/0 files stored·Journal of Financial Intermediation

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1988A Theory of Intraday Patterns: Volume and Price Variability 1987Price, trade size, and information in securities markets 1968The Cost of Transacting 1991Measuring the Information Content of Stock Trades 1988Liquidity and Market Structure 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION

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2016Market making with asymmetric information and inventory risk 2006Price Discovery in Currency Markets 2016End-User Order Flow and Exchange Rate Dynamics 2002Supply Contraction and Trading Protocol: An Examination of Recent Changes in the U.S. Treasury Market 2004Demand Discovery and Asset Pricing

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Year1992

Typearticle

Published1992-06-01

VenueJournal of Financial Intermediation

ISSN-L1042-9573

Languageen

Citations51

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/1042-9573(92)90008-2

openalex_workW1990843642

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