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A Theory of Participation in OTC and Centralized Markets

Jerome Dugast, Pierre-Olivier Weill , Semih Uslu   Sep 29,2021

Should regulators encourage the migration of trade from over-the-counter (OTC) to centralized markets? To address this question, we study a... Read More

Asset Dissemination through Dealer Markets

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

Commodity Financialization and Information Transmission

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