Yuan Zhang

Ecole Polytechnique Fédérale de Lausanne

Station 5

Odyssea 1.04

1015 Lausanne, CH-1015

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

313

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

Electronic Trading in OTC Markets vs. Centralized Exchange

Swiss Finance Institute Research Paper No. 18-19
Number of pages: 54 Posted: 07 Aug 2017 Last Revised: 22 Mar 2018
Ying Liu, Sebastian Vogel and Yuan Zhang
Shanghai University of Finance and Economics - Department of Finance, Swiss Finance Institute and Ecole Polytechnique Fédérale de Lausanne
Downloads 262 (124,571)
Citation 1

Abstract:

Loading...

OTC markets, RFQ, market design, electronic trading, dealer intermediation

Electronic Trading in OTC Markets vs. Centralized Exchange

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 52 Posted: 04 Jun 2018
Ying Liu, Sebastian Vogel and Yuan Zhang
Shanghai University of Finance and Economics - Department of Finance, Swiss Finance Institute and Ecole Polytechnique Fédérale de Lausanne
Downloads 29 (517,546)

Abstract:

Loading...

OTC markets, RFQ, market design, electronic trading, dealer intermediation

2.

Price Discovery for Options

Number of pages: 37 Posted: 04 May 2020
Semyon Malamud, Michael Tseng and Yuan Zhang
Ecole Polytechnique Federale de Lausanne, University of Central Florida and Ecole Polytechnique Fédérale de Lausanne
Downloads 22 (544,239)

Abstract:

Loading...

Options, Price Discovery, Volatility Straddle