Make-Take Structure and Market Quality: Evidence from the U.S. Options Markets.
Amber AnandJian HuaTim McCormickPublished in: Manag. Sci. (2016)
Keyphrases
- market data
- high quality
- market share
- higher quality
- prediction markets
- double auction
- trading strategies
- electronic markets
- empirical evidence
- hierarchical structure
- decision making
- information systems
- stock price
- neural network
- structural information
- multi agent systems
- multi agent
- market conditions
- market participants
- online markets