Essays about: "micro-pris"
Found 1 essay containing the word micro-pris.
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1. Price Impact and Venue Dependence
University essay from KTH/Matematisk statistikAbstract : The equity trading of today is fragmented across regulated markets (RMs) and multilateral trading facilities (MTFs). Despite being legally very similar Busch (2017), market participants have reported that they attract different types of traders. Market dynamics arise from the interactions between all market participants (agents) Kyle (1985). READ MORE
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