Matches in SemOpenAlex for { <https://semopenalex.org/work/W1567249444> ?p ?o ?g. }
- W1567249444 abstract "Market makers bear enormous uncertainty of the values of their portfolios and their attitude towards risk should not be completely ignored. In this article, we analyse a quote-driven market of a risky financial asset, where a risk-averse market maker supplies liquidity to traders. We characterise the equilibrium of the market for trading based on liquidity demand/diverse opinions on the value of the risky asset or based on information asymmetry. We find that risk aversion of the market maker is likely to increase the non-participation range of traders and the bid-ask spread." @default.
- W1567249444 created "2016-06-24" @default.
- W1567249444 creator A5000378797 @default.
- W1567249444 creator A5070464504 @default.
- W1567249444 date "2011-08-22" @default.
- W1567249444 modified "2023-09-26" @default.
- W1567249444 title "Liquidity Supply by a Risk-Averse Market Maker*" @default.
- W1567249444 cites W1973214627 @default.
- W1567249444 cites W1985808284 @default.
- W1567249444 cites W1986142095 @default.
- W1567249444 cites W2006075621 @default.
- W1567249444 cites W2012679794 @default.
- W1567249444 cites W2050031929 @default.
- W1567249444 cites W2072627780 @default.
- W1567249444 cites W2101341554 @default.
- W1567249444 cites W2115985602 @default.
- W1567249444 cites W2143321150 @default.
- W1567249444 cites W2143891419 @default.
- W1567249444 cites W2158145505 @default.
- W1567249444 cites W4230950302 @default.
- W1567249444 cites W4238620622 @default.
- W1567249444 cites W4241613742 @default.
- W1567249444 cites W4250013831 @default.
- W1567249444 cites W4255527454 @default.
- W1567249444 doi "https://doi.org/10.1111/j.1475-4932.2011.00761.x" @default.
- W1567249444 hasPublicationYear "2011" @default.
- W1567249444 type Work @default.
- W1567249444 sameAs 1567249444 @default.
- W1567249444 citedByCount "0" @default.
- W1567249444 crossrefType "journal-article" @default.
- W1567249444 hasAuthorship W1567249444A5000378797 @default.
- W1567249444 hasAuthorship W1567249444A5070464504 @default.
- W1567249444 hasConcept C10138342 @default.
- W1567249444 hasConcept C106159729 @default.
- W1567249444 hasConcept C119857082 @default.
- W1567249444 hasConcept C127288500 @default.
- W1567249444 hasConcept C129915516 @default.
- W1567249444 hasConcept C137577040 @default.
- W1567249444 hasConcept C144133560 @default.
- W1567249444 hasConcept C151730666 @default.
- W1567249444 hasConcept C162324750 @default.
- W1567249444 hasConcept C175444787 @default.
- W1567249444 hasConcept C182306322 @default.
- W1567249444 hasConcept C183582576 @default.
- W1567249444 hasConcept C189259953 @default.
- W1567249444 hasConcept C18991353 @default.
- W1567249444 hasConcept C19244329 @default.
- W1567249444 hasConcept C205706631 @default.
- W1567249444 hasConcept C2776291640 @default.
- W1567249444 hasConcept C2780299701 @default.
- W1567249444 hasConcept C2780762169 @default.
- W1567249444 hasConcept C38652104 @default.
- W1567249444 hasConcept C41008148 @default.
- W1567249444 hasConcept C51926234 @default.
- W1567249444 hasConcept C556758197 @default.
- W1567249444 hasConcept C76178495 @default.
- W1567249444 hasConcept C86803240 @default.
- W1567249444 hasConceptScore W1567249444C10138342 @default.
- W1567249444 hasConceptScore W1567249444C106159729 @default.
- W1567249444 hasConceptScore W1567249444C119857082 @default.
- W1567249444 hasConceptScore W1567249444C127288500 @default.
- W1567249444 hasConceptScore W1567249444C129915516 @default.
- W1567249444 hasConceptScore W1567249444C137577040 @default.
- W1567249444 hasConceptScore W1567249444C144133560 @default.
- W1567249444 hasConceptScore W1567249444C151730666 @default.
- W1567249444 hasConceptScore W1567249444C162324750 @default.
- W1567249444 hasConceptScore W1567249444C175444787 @default.
- W1567249444 hasConceptScore W1567249444C182306322 @default.
- W1567249444 hasConceptScore W1567249444C183582576 @default.
- W1567249444 hasConceptScore W1567249444C189259953 @default.
- W1567249444 hasConceptScore W1567249444C18991353 @default.
- W1567249444 hasConceptScore W1567249444C19244329 @default.
- W1567249444 hasConceptScore W1567249444C205706631 @default.
- W1567249444 hasConceptScore W1567249444C2776291640 @default.
- W1567249444 hasConceptScore W1567249444C2780299701 @default.
- W1567249444 hasConceptScore W1567249444C2780762169 @default.
- W1567249444 hasConceptScore W1567249444C38652104 @default.
- W1567249444 hasConceptScore W1567249444C41008148 @default.
- W1567249444 hasConceptScore W1567249444C51926234 @default.
- W1567249444 hasConceptScore W1567249444C556758197 @default.
- W1567249444 hasConceptScore W1567249444C76178495 @default.
- W1567249444 hasConceptScore W1567249444C86803240 @default.
- W1567249444 hasLocation W15672494441 @default.
- W1567249444 hasOpenAccess W1567249444 @default.
- W1567249444 hasPrimaryLocation W15672494441 @default.
- W1567249444 hasRelatedWork W1925493529 @default.
- W1567249444 hasRelatedWork W2028761632 @default.
- W1567249444 hasRelatedWork W2029458421 @default.
- W1567249444 hasRelatedWork W2039859904 @default.
- W1567249444 hasRelatedWork W2093589184 @default.
- W1567249444 hasRelatedWork W2133687654 @default.
- W1567249444 hasRelatedWork W2251981907 @default.
- W1567249444 hasRelatedWork W2258268155 @default.
- W1567249444 hasRelatedWork W2268476663 @default.
- W1567249444 hasRelatedWork W2349234753 @default.
- W1567249444 hasRelatedWork W2889399321 @default.
- W1567249444 hasRelatedWork W2921203680 @default.
- W1567249444 hasRelatedWork W2954953954 @default.
- W1567249444 hasRelatedWork W3034869360 @default.
- W1567249444 hasRelatedWork W3121222367 @default.