Trading Mechanisms in Securities Markets.

A-Tier
Journal: Journal of Finance
Year: 1992
Volume: 47
Issue: 2
Pages: 607-41

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper analyzes price formation under two trading mechanisms: a continuous quote-driven system where dealers post prices before order submission and an order-driven system where traders submit orders before prices are determined. The order-driven system operates either as a continuous auction, with immediate order execution, or as a periodic auction, where orders are stored for simultaneous execution. With free entry into market making, the continuous systems are equivalent. While a periodic auction offers greater price efficiency and can function where continuous mechanisms fail, traders must sacrifice continuity and bear higher information costs. Copyright 1992 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:47:y:1992:i:2:p:607-41
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25