The microstructure of multiple-dealer equity and government securities markets : how they differ / by Toni Gravelle. : FB3-2/102-9E-PDF
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571618&sl=1
| Ministère/Organisme | Bank of Canada. |
|---|---|
| Titre | The microstructure of multiple-dealer equity and government securities markets : how they differ / by Toni Gravelle. |
| Titre de la série | Bank of Canada working paper1701-93972002-9 |
| Type de publication | Série - Voir l'enregistrement principal |
| Langue | [Anglais] |
| Format | Électronique |
| Document électronique | |
| Autres formats offerts | Papier-[Anglais] |
| Note(s) | "Although dealership government and equity securities have, on the surface, similar market structures, the author demonstrates that some subtle differences exist between them that are likely to significantly affect the way market-makers trade, and as such have an impact on the liquidity that they provide. The author reviews some of the concepts recently introduced in the literature, examining multiple-dealer equity markets, and delineates gaps that exist in this literature in terms of its applicability to government securities markets."--Abstract, p. v. The ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication. Bibliography. Résumé en français. |
| Information sur la publication | Ottawa - Ontario : Bank of Canada April 2002. |
| Description | 41p.table |
| ISSN | 1701-9397 |
| Numéro de catalogue |
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| Descripteurs | Stock markets Securities Bonds Models |