ms·2001년 12월 1일
Information Technology and Trader Competition in Financial Markets: Endogenous Liquidity
Management Science
9
피인용
0.4
FWCI
5
IS/마케팅/OM 탑저널 피인용
6
IS/마케팅/OM 탑저널 참고문헌
- 주제금융시장 유동성 · 금융경제
01Abstract
This note integrates the models of Dewan and Mendelson (1998) (DM) and Kyle (1985), extending the DM analysis of time-based competition in financial markets to the case of endogenous liquidity. The results enable us to examine the link between information technology investments, trading strategies, and liquidity.
02연구 흐름
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03비슷한 논문
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04이후 연구
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05선행 연구
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06서지 정보
- 저널Management Science · 47(12) · 1581–1587
- 토픽Financial Markets and Investment Strategies · Finance
- DOI10.1287/mnsc.47.12.1581.10241
- 저자Sanjeev Dewan, Haim Mendelson