26 citations · 28 across the 6 of their papers we have counts for
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q-fin.TR2022★ 2 cited
Order routing and market quality: Who benefits from internalisation?
Umut Çetin, Alaina Danilova
We analyse two models of liquidity provision to determine the retail traders' preference for marketable order routing. Order internalization is captured by a model of market makers…
q-fin.TR2018
On pricing rules and optimal strategies in general Kyle-Back models
Umut Çetin, Albina Danilova
The folk result in Kyle-Back models states that the value function of the insider remains unchanged when her admissible strategies are restricted to absolutely continuous ones. In…