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بایگانی‌ها liquidity traders - مرجع آموزش بازار بورس و فارکس

Foucault And Kadan-Limit Order Book As A Market For Liquidity

We devel op a dynamic model of anorder-drivenmarket populated bydiscretionary liquidity traders. These traders must trade,yet can choose the type of order and are fully strategic in their decision. Traders differ by their impatience: less patient traders are likely to demand liquidity,more patient traders are more likely to provide it.Three equilibrium patterns are obtained the […]

تاریخ : مارس 23rd, 0887
Foucault, Kadan And Kandel-Limit Order Book As A Market For Liquidity

We develop a dynamic model of an order-driven market populated by discretionary liquidity traders. These traders differ by their impatience and seek to minimize their trading costs by optimally choosing between market and limit orders. We characterize the equilibrium order placement strategies and the waiting times for limit orders. In equilibrium less patient traders are […]

تاریخ : مارس 23rd, 0887