Sam Beatson

affiliation not provided to SSRN

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Scholarly Papers (1)

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Short-Term Market Changes and Market Making with Inventory

Number of pages: 12 Posted: 25 Jul 2020
Pohang University of Science and Technology (POSTECH) - Department of Industrial and Management Engineering, affiliation not provided to SSRN, Pohang University of Science and Technology (POSTECH), Kwangwoon University - Department of Mathematics and Nottingham University Business School
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Abstract:

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Market Maker, Regime Switching, Inventory Management, Intraday Trade, Market Micro-Structure