Trading in electronic markets : the challenges of imperfect liquidity and reduced pre-trade transparency
This thesis is motivated by the progressive expansion of electronic markets with reduced pre-trade transparency and the collateral liquidity effects. In this thesis I develop three independent theoretical models and explore the repercussions of weak market liquidity and transparency. First, I approa...
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City University London
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.612700 |