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Thesis

Essays on financial markets

Abstract:

This thesis is a collection of three stand-alone essays.

The first essay, Modelling the Maker-Taker Pricing in Financial Markets, investigates the trading fees charged by stock exchanges to brokers. In particular, it studies the maker-taker pricing structure which is a form of second degree price discrimination. This is a theoretical work which develops a model of a limit order book with a closed-form solution that proxies a modern electronic trading platform. The model bu...

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Division:
SSD
Department:
Economics
Role:
Author

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Role:
Supervisor
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford
Language:
English
Deposit date:
2021-11-14

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