Market Liquidity Provision for On-Demand Computing
This paper focuses on a market intermediary’s role of liquidity provision to support on-demand computing in a dynamic market trading environment. We outline a framework in which a number of distributed agents sell and buy assets based on their changing utilities over time and a service provider acts...
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2008
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sg-smu-ink.sis_research-28672016-05-10T14:50:27Z Market Liquidity Provision for On-Demand Computing GUO, Zhiling This paper focuses on a market intermediary’s role of liquidity provision to support on-demand computing in a dynamic market trading environment. We outline a framework in which a number of distributed agents sell and buy assets based on their changing utilities over time and a service provider acts as a market maker performing market intervention. We present benchmark models based on socially optimal liquidity provision and a brokerage framework. We then examine the benefits and the dealer’s incentives to provide market liquidity. 2008-11-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/sis_research/1868 https://ink.library.smu.edu.sg/context/sis_research/article/2867/viewcontent/356_4480.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Computing and Information Systems eng Institutional Knowledge at Singapore Management University Market microstructure market dynamics intermediary liquidity Computer Sciences Management Information Systems |
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SMU Libraries |
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Asia |
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Singapore Singapore |
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English |
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Market microstructure market dynamics intermediary liquidity Computer Sciences Management Information Systems |
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Market microstructure market dynamics intermediary liquidity Computer Sciences Management Information Systems GUO, Zhiling Market Liquidity Provision for On-Demand Computing |
| description |
This paper focuses on a market intermediary’s role of liquidity provision to support on-demand computing in a dynamic market trading environment. We outline a framework in which a number of distributed agents sell and buy assets based on their changing utilities over time and a service provider acts as a market maker performing market intervention. We present benchmark models based on socially optimal liquidity provision and a brokerage framework. We then examine the benefits and the dealer’s incentives to provide market liquidity. |
| format |
text |
| author |
GUO, Zhiling |
| author_facet |
GUO, Zhiling |
| author_sort |
GUO, Zhiling |
| title |
Market Liquidity Provision for On-Demand Computing |
| title_short |
Market Liquidity Provision for On-Demand Computing |
| title_full |
Market Liquidity Provision for On-Demand Computing |
| title_fullStr |
Market Liquidity Provision for On-Demand Computing |
| title_full_unstemmed |
Market Liquidity Provision for On-Demand Computing |
| title_sort |
market liquidity provision for on-demand computing |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2008 |
| url |
https://ink.library.smu.edu.sg/sis_research/1868 https://ink.library.smu.edu.sg/context/sis_research/article/2867/viewcontent/356_4480.pdf |
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1770571631901540352 |