The microstructure of a dealership market : an empirical investigation of the London Stock Exchange
This thesis investigates the trading on the London Stock Exchange, a multiple dealership market. It consists of four chapters. Chapter one motivates the study and summarises the major findings of the thesis. Chapter two examines the individual quoting behaviour of market makers. Quote revisions are...
| Main Author: | |
|---|---|
| Published: |
London School of Economics and Political Science (University of London)
1999
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.417689 |