An imbalanced dealer flow is exactly equivalent to a balanced flow with a shifted skew, a widened spread, and a multiplied holding cost.
(2016).The Financial Mathematics of Market Liquidity: From Optimal Exe- cution to Market Making
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
method 1
citation-polarity summary
fields
q-fin.TR 1years
2026 1verdicts
CONDITIONAL 1roles
method 1polarities
use method 1representative citing papers
citing papers explorer
-
On a Simple Relationship Between Order Imbalance, Skew and Width in Over-The-Counter Trading
An imbalanced dealer flow is exactly equivalent to a balanced flow with a shifted skew, a widened spread, and a multiplied holding cost.