Size Discovery
Size-discovery mechanisms allow large quantities of an asset to be exchanged at a price that does not respond to price pressure. Primary examples include "workup" in Treasury markets, "matching sessions" in corporate bond and CDS markets, and block-trading "dark pools"...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press (OUP),
2019-03-19T16:04:08Z.
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| Subjects: | |
| Online Access: | Get fulltext |