Browsing by Author "Bayona, Anna"

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    • Competition in schedules with cursed traders 

      Manzano, Carolina; Bayona, Anna (The Journal of Economic Theory, 2024)
      We study a market with sellers that compete in supply functions, face an elastic demand, and have imperfect cost information. In our model, sellers neglect some informational content of the price. In ...

    • Information and optimal trading strategies with dark pools 

      Bayona, Anna; Dumitrescu, Ariadna; Manzano, Carolina (Economic Modelling, 2023)
      This paper examines the effects of the competition between asset trading venues with different levels of transparency: an opaque dark pool alongside a transparent exchange organized as a limit order ...