SSRNTrading, Microstructure & Execution
Dual Trading Fee Competition
The research explores the influence of dual traders on price discovery, finding that alternative trading venues reduce pricing errors in closing auctions due to the mitigating effect of dual traders on market makers' overnight inventory costs.
Featured in No. 90 on 26 Mar 2025 · 6 days after release
- Released
- 20 Mar 2025
- First featured
- No. 90 · 26 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 5189065
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).