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.
Title The microstructure of multiple-dealer equity and government securities markets : how they differ / by Toni Gravelle.
Series title Bank of Canada working paper1701-93972002-9
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Other formats Paper-[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.
Description 41p.table
ISSN 1701-9397
Catalogue number
  • FB3-2/102-9E-PDF
Subject terms Stock markets
Securities
Bonds
Models
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.
Date modified: