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Dynamic order submission strategies with competition between a dealer market and a crossing network
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Dynamic order submission strategies with competition between a dealer market and a crossing network
Dynamic order submission strategies with competition between a dealer market and a crossing network
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November 2007
Degryse, H.
/
Van Achter, M.
/
Wuyts, G.
Working Paper N° 121
JEL classification:
G10
G20
Keywords:
alternative trading systems
crossing network
dealer market
order flow
transparency
welfare
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