Do auctions impact quote competition?

44 Pages Posted: 22 Nov 2024 Last revised: 22 Nov 2024

See all articles by Amber Anand

Amber Anand

Syracuse University - Whitman School of Management

Dmitriy Muravyev

University of Illinois at Urbana-Champaign - Department of Finance; Canadian Derivatives Institute

Date Written: June 11, 2024

Keywords: Exchange auctions;, Options markets, Internalization

Suggested Citation

Anand, Amber and Muravyev, Dmitriy, Do auctions impact quote competition? (June 11, 2024). Available at SSRN: https://ssrn.com/abstract=4891227 or http://dx.doi.org/10.2139/ssrn.4891227

Amber Anand (Contact Author)

Syracuse University - Whitman School of Management ( email )

721 University Avenue
Syracuse, NY 13244
United States

Dmitriy Muravyev

University of Illinois at Urbana-Champaign - Department of Finance ( email )

1206 South Sixth Street
Champaign, IL 61820
United States
217-7213772 (Phone)

Canadian Derivatives Institute ( email )

3000, chemin de la Côte-Sainte-Catherine
Montréal, Québec H3T 2A7
Canada

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