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Article: Market-Making Strategy with Asymmetric Information and Regime-Switching

TitleMarket-Making Strategy with Asymmetric Information and Regime-Switching
Authors
YANG, QChing, WKGU, JSiu, T
KeywordsAsymmetric information
Information delay
Optimal market-marking strategies
Regime shifts
Triggering events
Issue Date2018
PublisherElsevier 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?
DOI: http://dx.doi.org/10.1016/j.jedc.2018.04.003
Persistent Identifierhttp://hdl.handle.net/10722/253552
ISSN
0165-1889
2021 Impact Factor: 1.620
2020 SCImago Journal Rankings: 1.181
ISI Accession Number ID
WOS:000436529900020

 

DC FieldValueLanguage
dc.contributor.authorYANG, Q-
dc.contributor.authorChing, WK-
dc.contributor.authorGU, J-
dc.contributor.authorSiu, T-
dc.date.accessioned2018-05-21T02:59:29Z-
dc.date.available2018-05-21T02:59:29Z-
dc.date.issued2018-
dc.identifier.citationJournal of Economic Dynamics and Control, 2018, v. 90, p. 408-433-
dc.identifier.issn0165-1889-
dc.identifier.urihttp://hdl.handle.net/10722/253552-
dc.languageeng-
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jedc-
dc.relation.ispartofJournal of Economic Dynamics and Control-
dc.subjectAsymmetric information-
dc.subjectInformation delay-
dc.subjectOptimal market-marking strategies-
dc.subjectRegime shifts-
dc.subjectTriggering events-
dc.titleMarket-Making Strategy with Asymmetric Information and Regime-Switching-
dc.typeArticle-
dc.identifier.emailChing, WK: wching@hku.hk-
dc.identifier.authorityChing, WK=rp00679-
dc.identifier.doi10.1016/j.jedc.2018.04.003-
dc.identifier.scopuseid_2-s2.0-85046693704-
dc.identifier.hkuros285075-
dc.identifier.volume90-
dc.identifier.spage408-
dc.identifier.epage433-
dc.identifier.isiWOS:000436529900020-
dc.publisher.placeNetherlands-
dc.identifier.issnl0165-1889-

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