Market making and dealer markets

The thesis investigates information and liquidity provision in financial markets. I explore the implications of the strategic behaviour of market makers competing with high frequency traders and of dealers involved in long term relationships with clients in the foreign exchange markets. Additionally...

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Bibliographic Details
Main Author: Lorusso, Valentina
Other Authors: Chemla, Gilles ; Della Corte, Pasquale ; Tinn, Katrin
Published: Imperial College London 2016
Subjects:
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.721574