유동성공급자 제도의 도입 효과 분석: ELW 시장을 대상으로
'
유동성공급자 제도의 도입 효과 분석: ELW 시장을 대상으로' 의 참고문헌
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Time variation in liquidity: The role of market maker inventories and revenues
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Tick size, spread, and volume
Ahn, H.-J.
Journal of Financial Intermediation 5 2-22
[1996]
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The value of the specialist: Empirical evidence from the CBOE
Anand, A
Journal of Financial Market 9 100-118
[2006]
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The value of the designated market maker
Venkataraman, K
Journal of Financial and Quantitative analysis 42 735-758
[2007]
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The traders of market makers: an analysis of NYSE specialist
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The role of market makers on the Taiwan options markets
Chang, M. C
International Research Journal of Finance and Economics 22 106-121
[2008]
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The contribution of market makers to liquidity and efficiency of options trading in electronic markets
Eldor, R.
Journal of Banking and Finance 30 2025-2040
[2006]
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The anatomy of a call market: evidence from Germany
Kehr, C. H.
Journal of Financial Intermediation 10 249-270
[2001]
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Specialist performance and new listing allocations on the NYSE: an empirical analysis
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Performance evaluation of New York Stock Exchange specialists
Barnea, A.
The Journal of Financial and Quantitative Analysis 9 511-535
[1974]
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Paying for market quality
Anand, A.
Journal of Financial and Quantitative analysis 44 1427-1457
[2009]
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Minimum price variations, discrete bid-ask spreads, and quotation sizes
Harris, L.
Review of Financial Studies 7 149-178
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Liquidity, information and less-frequently traded stocks
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Liquidity provision and the organizational form of NYSE specialist firms
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Liquidity provision and specialist trading in NYSE-listed non-U.S stock
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Liquidity and market structure
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Liquidity and market efficiency
Chordia, T.
Journal of Financial Economics 87 249-268
[2008]
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Limit order book as a market for liquidity
Foucault, T.
The Review of Financial Studies 18 4 1171-1217
[2005]
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Insider trading, liquidity, and the role of the monopolist specialist
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ELW 시장에서의 유동성공급자 간 차이
최혁
한국증권학회지 39 2 161-190
[2010]
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Does the specialist matter? Differential execution costs and inter-security subsidization on the New York Stock Exchange
Cao, C.
Journal of Finance 52 1615-1640
[1997]
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Does the specialist matter? Differential execution costs and inter-security subsidation on the New York Stock Exchange
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Do Thinly-traded stocks benefit from specialist intervention
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Difference in trading behavior across NYSE specialist firms
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Ahn, H.-J.
Journal of Financial Markets 1 51-87
[1998]
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Competition, market structure, and bid-ask spreads in stock option markets
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Bid ask and transaction prices in a specialist market with heterogeneously informed traders
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Asset Pricing and the Bid-ask Spread
Amihud, Y.
Journal of Financial Economics 17 223-249
[1986]
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An empirical analysis of the limit order and the order flow in the paris bourse
Biais, B.
Journal of Finance 50 1655-1689
[2000]
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An empirical analysis of NYSE specialist trading
Madhavan, A
Journal of Financial Economics 48 189-210
[1998]
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Affirmative obligations and market making with inventory
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A specialist’s quoted depth and the limit order book
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A simple cost reduction for small liquidity traders: Trade at the opening
Brooks, R. M
Journal of Financial and Quantitative Analysis 32 4 525-540
[1997]
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A comparison of transaction costs between competitive market maker and specialist market structure
Neal, R.
The Journal of Business 65 317-334
[1992]
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유동성공급자 제도의 도입 효과 분석: ELW 시장을 대상으로'
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