Andreas Uthemann

London School of Economics & Political Science (LSE)

Houghton Street

London, WC2A 2AE

United Kingdom

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Scholarly Papers (1)

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The Informational Value of Consensus Prices: Evidence from the OTC Derivatives Market

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 45 Posted: 05 Jun 2018
Lerby Murat Ergun and Andreas Uthemann
London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE)
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Abstract:

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OTC markets, information aggregation, learning, consensus pricing