Search Results

SORT BY: PREVIOUS / NEXT
Keywords:Market microstructure 

Working Paper
Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers

We explore the following question: does the trading activity of registered dealers on Treasury interdealer broker (IDB) platforms differ from that of principal trading firms (PTFs), and if so, how and to what effect on market liquidity? To do so, we use a novel dataset that combines Treasury cash transaction reports from FINRA’s Trade Reporting and Compliance Engine (TRACE) and publicly available limit order book data from BrokerTec. We find that trades conducted in a limit order book setting have high permanent price impact when a PTF is the passive party, playing the role of ...
Finance and Economics Discussion Series , Paper 2020-096

Working Paper
Who is Minding the Store? Order Routing and Competition in Retail Trade Execution

Using 150,000 actual trades, we study the U.S. equity retail broker-wholesaler market, focusing on brokers’ order routing and competition among wholesalers. We document substantial and persistent dispersion in execution costs across wholesalers within brokers. Despite this, many brokers hardly change their routing and even consistently send more orders to the more expensive wholesalers, although there is considerable variation among brokers. We also document a case where, after a new wholesaler enters, existing wholesalers significantly reduce their execution costs. Overall, our findings ...
Finance and Economics Discussion Series , Paper 2024-080

FILTER BY year

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

G12 2 items

G14 2 items

G32 1 items

G50 1 items

PREVIOUS / NEXT