Boyd Buis

ABN AMRO - ABN-Amro Bank, The Netherlands

NL-1000 EA Amsterdam

Netherlands

SCHOLARLY PAPERS

2

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339

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Scholarly Papers (2)

1.

Expected Issuance Fees and Market Liquidity

Number of pages: 41 Posted: 02 Oct 2017 Last Revised: 12 Nov 2018
ABN AMRO - ABN-Amro Bank, The Netherlands, Erasmus Research Institute of Management (ERIM), Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads 255 (180,968)

Abstract:

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sovereign bonds; market microstructure; market liquidity; issuance fee

2.

Gearing the gravity of gamma: Utilizing gamma positioning of dynamic hedgers to improve market quality

Number of pages: 34 Posted: 19 May 2022
ABN AMRO - ABN-Amro Bank, The Netherlands, Erasmus Research Institute of Management (ERIM), Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads 84 (438,348)

Abstract:

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feedback effect; simulation; market quality; market liquidity; dynamic hedging