Questions tagged [market-design]

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3
votes
1answer
119 views

history of market microstructure

I am doing an assignment which requires me to review changes in market microstructure across countries over the pass 20 years. SO I would like to get a timeline/implementation dates of market ...
0
votes
1answer
128 views

Increasing Market Depth

Are there any sure-fire ways to increase market-depth that people have experience with? Has much research been done/published on this subject?
4
votes
2answers
258 views

Market order quantity greater than quantity of the inside quote at the exchange

If I send a market order to an exchange with quantity greater than the quantity of the inside quote at this exchange, and if another exchange has quantity to fill the residual portion at NBBO, will my ...
8
votes
2answers
412 views

How to generalize the Vickrey auction for two-sided trading?

I want to try out the Vickrey auction for a project of mine, but I'm not sure that I understand it completely. The thing is that I have several consumers and several providers trading one resource ...