Gabrielle Demange, Jean-Edouard Colliard Oct 08,2020
In over-the-counter markets for assets such as bonds or securitizations, large volumes can be split into smaller pieces and gradually... Read More
Jerome Dugast, Pierre-Olivier Weill , Semih Uslu Jul 09,2019
Should regulators encourage the migration of trade from over-the-counter (OTC) to centralized markets? To address this question, we consider a... Read More
Itay Goldstein , Liyan Yang Jul 06,2018
We study how commodity financialization affects information transmission and aggre- gation in a commodity futures market. The trading of... Read More