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The microstructure of multiple-dealer equity and government securities markets : how they differ / by Toni Gravelle.: FB3-2/102-9E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.571618&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleThe microstructure of multiple-dealer equity and government securities markets : how they differ / by Toni Gravelle.
Series title
  • Bank of Canada working paper 1701-9397 2002-9
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[English]
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.
Publishing information
  • Ottawa - Ontario : Bank of Canada April 2002.
Description41p.table
ISSN1701-9397
Catalogue number
  • FB3-2/102-9E-PDF
Subject terms
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