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Dupont, 2000 - Google Patents

Market making, prices, and quantity limits

Dupont, 2000

Document ID
2024237109134860419
Author
Dupont D
Publication year
Publication venue
The Review of Financial Studies

External Links

Snippet

This article develops a model of spread and depth setting under asymmetric information where the equilibrium depth is proportionally more sensitive than the spread to changes in the degree of information asymmetry. The analysis uses a one-period model in which a risk …
Continue reading at academic.oup.com (other versions)

Classifications

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