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- Publisher Website: 10.1016/j.jedc.2018.04.003
- Scopus: eid_2-s2.0-85046693704
- WOS: WOS:000436529900020
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Article: Market-Making Strategy with Asymmetric Information and Regime-Switching
Title | Market-Making Strategy with Asymmetric Information and Regime-Switching |
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Authors | |
Keywords | Asymmetric information Information delay Optimal market-marking strategies Regime shifts Triggering events |
Issue Date | 2018 |
Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jedc |
Citation | Journal of Economic Dynamics and Control, 2018, v. 90, p. 408-433 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/253552 |
ISSN | 2023 Impact Factor: 1.9 2023 SCImago Journal Rankings: 1.799 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | YANG, Q | - |
dc.contributor.author | Ching, WK | - |
dc.contributor.author | GU, J | - |
dc.contributor.author | Siu, T | - |
dc.date.accessioned | 2018-05-21T02:59:29Z | - |
dc.date.available | 2018-05-21T02:59:29Z | - |
dc.date.issued | 2018 | - |
dc.identifier.citation | Journal of Economic Dynamics and Control, 2018, v. 90, p. 408-433 | - |
dc.identifier.issn | 0165-1889 | - |
dc.identifier.uri | http://hdl.handle.net/10722/253552 | - |
dc.language | eng | - |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jedc | - |
dc.relation.ispartof | Journal of Economic Dynamics and Control | - |
dc.subject | Asymmetric information | - |
dc.subject | Information delay | - |
dc.subject | Optimal market-marking strategies | - |
dc.subject | Regime shifts | - |
dc.subject | Triggering events | - |
dc.title | Market-Making Strategy with Asymmetric Information and Regime-Switching | - |
dc.type | Article | - |
dc.identifier.email | Ching, WK: wching@hku.hk | - |
dc.identifier.authority | Ching, WK=rp00679 | - |
dc.identifier.doi | 10.1016/j.jedc.2018.04.003 | - |
dc.identifier.scopus | eid_2-s2.0-85046693704 | - |
dc.identifier.hkuros | 285075 | - |
dc.identifier.volume | 90 | - |
dc.identifier.spage | 408 | - |
dc.identifier.epage | 433 | - |
dc.identifier.isi | WOS:000436529900020 | - |
dc.publisher.place | Netherlands | - |
dc.identifier.issnl | 0165-1889 | - |