Dealer attention, the speed of quote adjustment to information, and net dealer revenue

Journal of Banking and Finance

Volumn 33, Issue 8, 2009, Pages 1531-1542

  Boulatov, Alex ^a   Hatch, Brian C ^b   Johnson, Shane A ^c   Lei, Adam Y C ^d  

^a UNIVERSITY OF HOUSTON   (United States)

^b UNIVERSITY OF CINCINNATI   (United States)

^c TEXAS A AND M UNIVERSITY   (United States)

^d MIDWESTERN STATE UNIVERSITY   (United States)

Author keywords

Dealers; Limited attention; Market design; Market quality; Trading costs

Indexed keywords

EID: 67349089113     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.03.001     Document Type: Article

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