The dissertation highlights different topics of equity trading in limit order books using the example of Deutsche Boerse's electronic trading system XETRA. The first introductory chapter is a straight forward discussion ...
This dissertation addresses liquidity and aggregate liquidity shocks in over-the-counter (OTC) markets. The topic was inspired by the pioneering work of Duffie, Gârleanu, and Pedersen (2005, 2007), who initiated a new ...