Market Fragmentation

About

MarketMicrostructure

Books

Code

Contents

1. Fragmentation costs, modified Kyle model 2. fragmentation benefits, modified Glosten LOB model

Lecture

[Financial Markets Microstructure] 1. Lecture 8, part 1: Market Fragmentation 2. Lecture 8, part 2: Market Fragmentation

Papers

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Lecture 8, part 1: Market Fragmentation

FM_L8_raw.pdf

200.1KB

Lecture 8, part 1: Market Fragmentation (Financial Markets Microstructure)

Lecture 8, part 1: Market FragmentationFinancial Markets Microstructure course (Masters in Economics, UCPH, Spring 2020)***Full course playlist: https://www....

https://youtu.be/vE0Catso-JU

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Lecture 8, part 2: Market Fragmentation

Lecture 8, part 2: Market Fragmentation (Financial Markets Microstructure)

Lecture 8, part 2: Market FragmentationFinancial Markets Microstructure course (Masters in Economics, UCPH, Spring 2020)***Full course playlist: https://www....

https://youtu.be/b9SA04w7K3w