Size Discovery
收藏NBER2015-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w21696
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资源简介：
Size-discovery trade mechanisms allow large quantities of an asset to be exchanged at a price that does not respond to price pressure. Primary examples include workup in Treasury markets, matching sessions in corporate bond and CDS markets, and block-trading dark pools in equity markets. By freezing
提供机构：
美国国家经济研究局
创建时间：
2015-11-01
