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Browsing Economics and Business Working Papers Series by Subject "quotes formation"

Browsing Economics and Business Working Papers Series by Subject "quotes formation"

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  • Cordella, Tito; Foucault, Thierry (1996-09-01)
    We analyze the impact of a minimum price variation (tick) and time priority on the dynamics of quotes and the trading costs when competition for the order flow is dynamic. We find that convergence to competitive outcomes ...

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