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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

Neophytos Kathitziotis

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Sep 2026

Who Pays the Most to Trade? Cross-client Dispersion in OTC Liquidity Prices

This study analyzes the wide dispersion in bid-ask spreads across clients in over-the-counter (OTC) markets. Our data detailed data comprise a dealing bank's complete trading record in a major OTC contract and include client IDs, seven client types, and precise markups. Average spreads are lowest for hedge funds (<1...

Geir H. Bjønnes, Neophytos Kathitziotis, Carol L. Osler · 0 citations

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