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The microstructure of multiple-dealer equity and government securities markets : how they differ / by Toni Gravelle.: FB3-2/102-9E

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publications.gc.ca/pub?id=9.615960&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleThe microstructure of multiple-dealer equity and government securities markets : how they differ / by Toni Gravelle.
Series title
  • Working paper 1192-5434 2002-9
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital text-[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.
  • Bibliography.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada 2002.
BindingSoftcover
Descriptionv, 32p. : tables ; 28 cm.
ISSN1192-5434
Catalogue number
  • FB3-2/102-9E
Subject terms
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