strategic Experimentation in a Dealership Market .pdf

Strategic Experimentation in a Dealership Market

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Synopsis E-book: Strategic Experimentation in a Dealership Market .pdf

We study the strategies of the market makers in the inter-dealer market. We show that market makers actively learn from the dealers they trade with and strategically react to the information content of the orders they receive. We identifit “hiding” and experimenting as main types of market makers strategies.

We show how market makers may engage in experimentation by directly trading with other market makers in order to assess the informational content of the orders they receive. We provide empirical evidence of this, using a unique high-frequency dataset on the Italian Treasury Bond market disaggregated at dealer level.


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  • FileName: Strategic Experimentation in a Dealership Market .Pdf
  • Author: Andrei Simonov
  • Language: English
  • Dir.: part1
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