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Bank of Canada RSS Feedsen2024-03-28T08:45:02+00:00Strategic Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service
https://www.bankofcanada.ca/2020/12/staff-working-paper-2020-55/
We look at the informational content of consensus pricing in opaque over-the-counter markets. We show that the availability of price data informs participants mainly about other participants’ valuations, rather than about the value of a financial security.2020-12-18T11:28:49+00:00enStrategic Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service2020-12-18Financial institutionsFinancial marketsMarket structure and pricingStaff Working Paper 2020-55https://www.bankofcanada.ca/wp-content/uploads/2020/12/swp2020-55.pdfStrategic Uncertainty in Financial Markets: Evidence from a Consensus Pricing ServiceLerby ErgunAndreas UthemannDecember 2020CC5C58DD5D53D8D83GG1G12G14