Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 1999
Volume: 34
Issue: 1
Pages: 57-88

Authors (3)

Locke, Peter R. (not in RePEc) Sarkar, Asani (Federal Reserve Bank of New Yo...) Wu, Lifan (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

In the context of dual trading restrictions, we examine whether aggregate liquidity measures are appropriate indicators of trader welfare in multiple dealer markets. Consistent with our theoretical results, we show empirically that dual trading restrictions did not affect market liquidity significantly, but dual traders of above average skills may have quit brokerage and switched to trading exclusively for their own accounts following restrictions. Further, customers of these dual traders had lower trading costs in the period before restrictions relative to the trading costs of all customers after restrictions.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:34:y:1999:i:01:p:57-88_00
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29