Price Information and Equilibrium Liquidity in Fragmented and Centralized Markets.. (1993). Biais, Bruno.
In: Journal of Finance.
RePEc:bla:jfinan:v:48:y:1993:i:1:p:157-85.
Full description at Econpapers || Download paper
Cited: 147
Citations received by this document
Cites: 0
References cited by this document
Cocites: 0
Documents which have cited the same bibliography
Coauthors: 0
Authors who have wrote about the same topic
Citations
Citations received by this document
- Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna.
In: Economic Modelling.
RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.Full description at Econpapers || Download paper
- CDS market structure and bond spreads. (2022). Gunduz, Yalin ; Bilan, Andrada.
In: Discussion Papers.
RePEc:zbw:bubdps:242022.Full description at Econpapers || Download paper
- CDS market structure and bond spreads. (2022). Gunduz, Yalin ; Bilan, Andrada.
In: Working Papers.
RePEc:snb:snbwpa:2022-09.Full description at Econpapers || Download paper
- Strategic fragmented markets. (2022). Parlatore, Cecilia ; Babus, Ana.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:145:y:2022:i:3:p:876-908.Full description at Econpapers || Download paper
- Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor.
In: Bank of England working papers.
RePEc:boe:boeewp:0970.Full description at Econpapers || Download paper
- .
Full description at Econpapers || Download paper
- Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita.
In: JRFM.
RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965.Full description at Econpapers || Download paper
- Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard.
In: Working Paper Series.
RePEc:ecb:ecbwps:20212529.Full description at Econpapers || Download paper
- Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets. (2021). Foucault, Thierry ; Colliard, Jean-Edouard ; Hoffmann, Peter.
In: Journal of Finance.
RePEc:bla:jfinan:v:76:y:2021:i:5:p:2199-2247.Full description at Econpapers || Download paper
- Market fragmentation and post-earnings announcement drift. (2020). Cox, Justin.
In: Journal of Economics and Finance.
RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-020-09506-8.Full description at Econpapers || Download paper
- Which firms benefit from market making?. (2020). Kutsuna, Kenji ; Kim, Thomas S ; Chung, Peter Y ; Smith, Richard L.
In: Financial Markets and Portfolio Management.
RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-020-00345-5.Full description at Econpapers || Download paper
- Central clearing and CDS market quality. (2018). Vieira, Carlos ; da Silva, Paulo Pereira.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:38:y:2018:i:6:p:731-753.Full description at Econpapers || Download paper
- Illiquidity Premia in the Equity Options Market. (2018). Christoffersen, Peter ; Karoui, Mehdi ; Jacobs, Kris ; Goyenko, Ruslan .
In: Review of Financial Studies.
RePEc:oup:rfinst:v:31:y:2018:i:3:p:811-851..Full description at Econpapers || Download paper
- Does feedback trading drive returns of cross-listed shares?. (2018). Chen, Jing ; McMillan, David G ; Hou, Wenxuan ; Dong, Yizhe.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:53:y:2018:i:c:p:179-199.Full description at Econpapers || Download paper
- Inventory Management, Dealers Connections, and Prices in OTC Markets. (2018). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:13093.Full description at Econpapers || Download paper
- Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev .
In: PhD Thesis.
RePEc:uts:finphd:34.Full description at Econpapers || Download paper
- Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev .
In: PhD Thesis.
RePEc:uts:finphd:1-2017.Full description at Econpapers || Download paper
- Endogenous formation of security exchanges. (2017). Luque, Jaime ; Faias, Marta.
In: Economic Theory.
RePEc:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0989-9.Full description at Econpapers || Download paper
- Centralizing Disconnected Markets? An Irrelevance Result. (2017). Wittwer, Milena .
In: MPRA Paper.
RePEc:pra:mprapa:76534.Full description at Econpapers || Download paper
- Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem. (2017). Jokivuolle, Esa ; Tolo, Eero ; Viren, Matti.
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:31:y:2017:i:c:p:93-106.Full description at Econpapers || Download paper
- The value of trading relations in turbulent times. (2017). SONG, ZHAOGANG ; Kermani, Amir ; di Maggio, Marco ; Dimaggio, Marco .
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:124:y:2017:i:2:p:266-284.Full description at Econpapers || Download paper
- COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Theissen, Erik ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit ; Gomber, Peter.
In: Journal of Economic Surveys.
RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814.Full description at Econpapers || Download paper
- The Risk Sharing BenefiÂ…t versus the Collateral Cost: The Formation of the Inter-Dealer Network in Over-the-Counter Trading. (2016). Kawakami, Kei ; Zhong, Zhuo .
In: 2016 Meeting Papers.
RePEc:red:sed016:822.Full description at Econpapers || Download paper
- Pricing and Liquidity in Decentralized Asset Markets. (2016). Üslü, Semih.
In: MPRA Paper.
RePEc:pra:mprapa:73901.Full description at Econpapers || Download paper
- The Value of Trading Relationships in Turbulent Times. (2016). SONG, ZHAOGANG ; Di Maggio, Marco ; Dimaggio, Marco ; Kermani, Amir.
In: NBER Working Papers.
RePEc:nbr:nberwo:22332.Full description at Econpapers || Download paper
- Stock Market Liquidity Measurement via the Bid-Ask Spread: Tunis Stockmarket. (2016). Mosbahi, Mohamed Nidhal ; Mosbeh, Hsini .
In: Business and Economic Research.
RePEc:mth:ber888:v:6:y:2016:i:2:p:65-78.Full description at Econpapers || Download paper
- Reducing opacity in over-the-counter markets. (2016). Zhong, Zhuo .
In: Journal of Financial Markets.
RePEc:eee:finmar:v:27:y:2016:i:c:p:1-27.Full description at Econpapers || Download paper
- Cost of capital changes, the quality of trading information and market architecture. (2016). Lambertides, Neophytos ; Chelley-Steeley, Patricia L.
In: The British Accounting Review.
RePEc:eee:bracre:v:48:y:2016:i:4:p:401-414.Full description at Econpapers || Download paper
- Liquidity Supply across Multiple Trading Venues. (2015). Moinas, Sophie ; Lescourret (Daures), Laurence.
In: TSE Working Papers.
RePEc:tse:wpaper:20522.Full description at Econpapers || Download paper
- Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
In: MPRA Paper.
RePEc:pra:mprapa:67470.Full description at Econpapers || Download paper
- Price Discovery in the Dual-Platform US Treasury Market. (2015). Li, Youwei ; Dunne, Peter ; Sun, Zhuowei .
In: MPRA Paper.
RePEc:pra:mprapa:61440.Full description at Econpapers || Download paper
- Liquidity Supply across Multiple Trading Venues. (2015). Moinas, Sophie ; Lescourret (Daures), Laurence.
In: Working Papers.
RePEc:hal:wpaper:hal-01137813.Full description at Econpapers || Download paper
- Price discovery in the dual-platform US Treasury market. (2015). Li, Youwei ; Dunne, Peter ; Sun, Zhuowei .
In: Global Finance Journal.
RePEc:eee:glofin:v:28:y:2015:i:c:p:95-110.Full description at Econpapers || Download paper
- Impact of allowance submissions in European carbon emission markets. (2015). Philip, Dennis ; Shi, Yukun.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:40:y:2015:i:c:p:27-37.Full description at Econpapers || Download paper
- Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem. (2015). Jokivuolle, Esa ; Viren, Matti ; Tolo, Eero.
In: Working Paper Series.
RePEc:ecb:ecbwps:20151809.Full description at Econpapers || Download paper
- Liquidity Supply across Multiple Trading Venues. (2015). Moinas, Sophie ; Lescourret (Daures), Laurence.
In: ESSEC Working Papers.
RePEc:ebg:essewp:dr-15005.Full description at Econpapers || Download paper
- Insider Trading in the Bond Market: Evidence from Loan Sale Events. (2015). Schmidt, Daniel ; Massa, Massimo.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10446.Full description at Econpapers || Download paper
- Call Auction Transparency and Market Liquidity: Evidence from China. (2015). Gerace, Dionigi ; Zheng, Willa ; Tian, Gary Gang ; Liu, Qigui.
In: International Review of Finance.
RePEc:bla:irvfin:v:15:y:2015:i:2:p:223-255.Full description at Econpapers || Download paper
- Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?. (2014). Horst, Ulrich ; Hautsch, Nikolaus ; Cebiroglu, Gokhan .
In: CFS Working Paper Series.
RePEc:zbw:cfswop:468.Full description at Econpapers || Download paper
- Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence. (2014). Puri, Tribhuvan ; Nguyen, Duong.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:43:y:2014:i:2:p:211-244.Full description at Econpapers || Download paper
- Sale of Price Information by Exchanges: Does It Promote Price Discovery?. (2014). Foucault, Thierry ; Cespa, Giovanni.
In: Management Science.
RePEc:inm:ormnsc:v:60:y:2014:i:1:p:148-165.Full description at Econpapers || Download paper
- Dealer Networks. (2014). Schuerhoff, Norman ; Li, Dan ; Schurhoff, Norman.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2014-95.Full description at Econpapers || Download paper
- Subscribing to transparency. (2014). Nielsson, Ulf ; HE, Yinghua ; Guo, Hong ; Yang, Jiong .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:44:y:2014:i:c:p:189-206.Full description at Econpapers || Download paper
- Dealer Networks. (2014). Schuerhoff, Norman ; Li, Dan ; Schurhoff, Norman.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:10237.Full description at Econpapers || Download paper
- Do private signals of a bank s creditworthiness predict the bank s CDS price? : Evidence from the Eurosystems overnight loan rates. (2014). Jokivuolle, Esa ; Tolo, Eero ; Viren, Matti.
In: Research Discussion Papers.
RePEc:bof:bofrdp:2014_009.Full description at Econpapers || Download paper
- Competition/fragmentation in equities markets: A literature survey. (2013). Theissen, Erik ; Westheide, Christian ; Sagade, Satchit ; Gomber, Peter ; Weber, Moritz Christian .
In: SAFE Working Paper Series.
RePEc:zbw:safewp:35.Full description at Econpapers || Download paper
- A survey of research into broker identity and limit order book. (2013). Westerholm, P. Joakim ; Pham, Thu Phuong.
In: Working Papers.
RePEc:tas:wpaper:17212.Full description at Econpapers || Download paper
- Informed and uninformed trading in the EUR/PLN spot market. (2013). Bień-Barkowska, Katarzyna.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:23:y:2013:i:7:p:619-628.Full description at Econpapers || Download paper
- Effects of Lit and Dark Trading Venue Competition on Liquidity : The MiFID Experience. (2013). Gresse, Carole.
In: Post-Print.
RePEc:hal:journl:hal-01632517.Full description at Econpapers || Download paper
- Market Liquidityâ€â€Theory and Empirical Evidence *. (2013). Vayanos, Dimitri ; Wang, Jiang.
In: Handbook of the Economics of Finance.
RePEc:eee:finchp:2-b-1289-1361.Full description at Econpapers || Download paper
- Effects of Lit and Dark Trading Venue Competition on Liquidity : The MiFID Experience. (2013). Gresse, Carole.
In: Economics Papers from University Paris Dauphine.
RePEc:dau:papers:123456789/8775.Full description at Econpapers || Download paper
- Semi?transparency, dealership market, and foreign exchange market quality. (2012). Addona, Vittorio ; Zou, Hao ; Ding, Liang.
In: Review of Financial Economics.
RePEc:wly:revfec:v:21:y:2012:i:1:p:1-13.Full description at Econpapers || Download paper
- Market Liquidity -- Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang.
In: NBER Working Papers.
RePEc:nbr:nberwo:18251.Full description at Econpapers || Download paper
- The impact of joint participation on liquidity in equity and syndicated bank loan markets. (2012). Gottesman, Aron A. ; Peng, Lin ; Allen, Linda .
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:21:y:2012:i:1:p:50-78.Full description at Econpapers || Download paper
- Is market fragmentation harming market quality?. (2011). Ye, Mao ; O'Hara, Maureen .
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:100:y:2011:i:3:p:459-474.Full description at Econpapers || Download paper
- Transparency matters: Price formation in the presence of order preferencing. (2011). Lescourret (Daures), Laurence ; Robert, Christian Y..
In: Journal of Financial Markets.
RePEc:eee:finmar:v:14:y:2011:i:2:p:227-258.Full description at Econpapers || Download paper
- Effects of the Competition between Multiple Trading Platforms on Market Liquidity : Evidence from the MiFID Experience. (2011). Gresse, Carole.
In: Economics Papers from University Paris Dauphine.
RePEc:dau:papers:123456789/7685.Full description at Econpapers || Download paper
- Sunshine trading: Flashes of trading intent at the NASDAQ. (2011). Sojli, Elvira ; Skjeltorp, Johannes ; Tham, Wing Wah.
In: Working Paper.
RePEc:bno:worpap:2011_17.Full description at Econpapers || Download paper
- Risk aversion and Uncertainty in European Sovereign Bond Markets. (2011). Idier, Julien ; Fourel, V..
In: Working papers.
RePEc:bfr:banfra:349.Full description at Econpapers || Download paper
- Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50. (2010). Ende, Bartholomaus ; Lutat, Marco .
In: CFS Working Paper Series.
RePEc:zbw:cfswop:201015.Full description at Econpapers || Download paper
- Central bank intervention and the intraday process of price formation in the currency markets. (2010). Pasquariello, Paolo.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:29:y:2010:i:6:p:1045-1061.Full description at Econpapers || Download paper
- Efficiency and the trading system: The case of SETSmm. (2010). Chelley-Steeley, Patricia ; Skvortsov, Leonid .
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:20:y:2010:i:5:p:509-518.Full description at Econpapers || Download paper
- The electronic trading systems and bid-ask spreads in the foreign exchange market. (2010). Ding, Liang ; Hiltrop, Jonas .
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:20:y:2010:i:4:p:323-345.Full description at Econpapers || Download paper
- On the role of transparency in the ABS secondary market. (2010). Lopez, Ramiro Losada.
In: CNMV Working Papers.
RePEc:cnv:wpaper:dt_38en.Full description at Econpapers || Download paper
- Liquidity and Optimal Market Transparency. (2010). Dumitrescu, Ariadna.
In: European Financial Management.
RePEc:bla:eufman:v:16:y:2010:i:4:p:599-623.Full description at Econpapers || Download paper
- POINT SHAVING IN COLLEGE BASKETBALL: A CAUTIONARY TALE FOR FORENSIC ECONOMICS. (2010). Bernhardt, Dan ; Heston, Steven .
In: Economic Inquiry.
RePEc:bla:ecinqu:v:48:y:2010:i:1:p:14-25.Full description at Econpapers || Download paper
- Bid-ask spread and order size in the foreign exchange market: an empirical investigation. (2009). Ding, Liang.
In: International Journal of Finance & Economics.
RePEc:ijf:ijfiec:v:14:y:2009:i:1:p:98-105.Full description at Econpapers || Download paper
- Transparency and market quality: Evidence from SuperMontage. (2009). Chuwonganant, Chairat ; Chung, Kee H..
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:18:y:2009:i:1:p:93-111.Full description at Econpapers || Download paper
- Lending relationships in the interbank market. (2009). Gomes, Francisco ; Cocco, Joo F. ; Martins, Nuno C..
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:18:y:2009:i:1:p:24-48.Full description at Econpapers || Download paper
- Could regulation of the ABS secondary market improve social welfare?. (2009). Lopez, Ramiro Losada.
In: CNMV Working Papers.
RePEc:cnv:wpaper:dt_37en.Full description at Econpapers || Download paper
- Pre-trade transparency on the Italian Stock Exchange: a trade size model on panel data. (2009). Quaranta, Anna Grazia ; Lucarelli, Caterina ; Bontempi, Maria ; Mazzoli, C..
In: Working Papers.
RePEc:bol:bodewp:678.Full description at Econpapers || Download paper
- The impact of hidden liquidity in limit order books. (2008). Sands, Patrik ; Frey, Stefan .
In: CFS Working Paper Series.
RePEc:zbw:cfswop:200848.Full description at Econpapers || Download paper
- Insiders-outsiders, transparency and the value of the ticker. (2008). Foucault, Thierry ; Cespa, Giovanni.
In: CFS Working Paper Series.
RePEc:zbw:cfswop:200839.Full description at Econpapers || Download paper
- Insiders-Outsiders, Transparency and the Value of the Ticker. (2008). Foucault, Thierry ; Cespa, Giovanni.
In: Working Papers.
RePEc:qmw:qmwecw:wp628.Full description at Econpapers || Download paper
- Insiders-Outsiders, Transparency and the Value of the Ticker. (2008). Foucault, Thierry ; Cespa, Giovanni.
In: Working Papers.
RePEc:qmw:qmwecw:628.Full description at Econpapers || Download paper
- Asymmetric Network Effects. (2008). Cantillon, Estelle ; Yin, Pai-Ling .
In: Working Papers.
RePEc:net:wpaper:0842.Full description at Econpapers || Download paper
- The Microstructure of the Irish Stock Market. (2008). Chelleysteeley, Patricia ; Lucey, Brian.
In: Multinational Finance Journal.
RePEc:mfj:journl:v:12:y:2008:i:3-4:p:279-311.Full description at Econpapers || Download paper
- Decreasing absolute risk aversion: some clarification. (2008). Abouda, Moez .
In: Post-Print.
RePEc:hal:journl:halshs-00270648.Full description at Econpapers || Download paper
- Splitting orders in overlapping markets: A study of cross-listed stocks. (2008). Menkveld, Albert.
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:17:y:2008:i:2:p:145-174.Full description at Econpapers || Download paper
- Market structure and dealers quoting behavior in the foreign exchange market. (2008). Ding, Liang.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:18:y:2008:i:4:p:313-325.Full description at Econpapers || Download paper
- Insiders-outsiders, transparency and the value of the ticker. (2008). Foucault, Thierry ; Cespa, Giovanni.
In: HEC Research Papers Series.
RePEc:ebg:heccah:0892.Full description at Econpapers || Download paper
- Insiders-Outsiders, Transparency and the Value of the Ticker. (2008). Foucault, Thierry ; Cespa, Giovanni.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6794.Full description at Econpapers || Download paper
- Liquidity, Competition & Price Discovery in the European Corporate Bond Market. (2007). Declerck, Fany ; Biais, Bruno.
In: IDEI Working Papers.
RePEc:ide:wpaper:7371.Full description at Econpapers || Download paper
- Stock Market Liquidity.Determinants and Implications. (2007). Wuyts, G.
In: Review of Business and Economic Literature.
RePEc:ete:revbec:20070205.Full description at Econpapers || Download paper
- Privatization and stock market liquidity. (2007). Schindele, Ibolya ; Nicodano, Giovanna ; de Jong, Frank ; Bortolotti, Bernardo.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:31:y:2007:i:2:p:297-316.Full description at Econpapers || Download paper
- Can Short-Sellers Predict Returns? Daily Evidence. (2007). Werner, Ingrid M. ; Lee, Kuan-Hui ; Diether, Karl B..
In: Working Paper Series.
RePEc:ecl:ohidic:2005-15.Full description at Econpapers || Download paper
- A search model of centralized and decentralized trade. (2006). Miao, Jianjun.
In: Review of Economic Dynamics.
RePEc:red:issued:v:9:y:2006:i:1:p:68-92.Full description at Econpapers || Download paper
- So who gains from a small tick size?. (2006). Kadan, Ohad.
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:15:y:2006:i:1:p:32-66.Full description at Econpapers || Download paper
- Preferencing, internalization and inventory position. (2006). Lescourret (Daures), Laurence ; Robert, Christian Y..
In: ESSEC Working Papers.
RePEc:ebg:essewp:dr-06017.Full description at Econpapers || Download paper
- The Impact of Stock Exchange Rules on Volatility and Error Transmission -- The Case of Frankfurt and Zurich Cross-Listed Equities. (2006). Katrakilidis, Constantinos ; Koulakiotis, Athanasios .
In: Annals of Economics and Finance.
RePEc:cuf:journl:y:2006:v:7:i:2:p:321-338.Full description at Econpapers || Download paper
- Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:5946.Full description at Econpapers || Download paper
- SIZE AND HETEROGENEITY MATTER. A MICROSTRUCTURE-BASED ANALYSIS OF REGULATION OF SECONDARY MARKETS FOR GOVERNMENT BONDS.. (2005). Martinez-Resano, Ramon J..
In: Finance.
RePEc:wpa:wuwpfi:0508007.Full description at Econpapers || Download paper
- Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
In: NBER Working Papers.
RePEc:nbr:nberwo:11413.Full description at Econpapers || Download paper
- Market microstructure: A survey of microfoundations, empirical results, and policy implications. (2005). Biais, Bruno ; Spatt, Chester ; Glosten, Larry .
In: Journal of Financial Markets.
RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264.Full description at Econpapers || Download paper
- Trade disclosure and price dispersion. (2005). Manzano, Carolina ; de Frutos, Maria-Angeles.
In: Journal of Financial Markets.
RePEc:eee:finmar:v:8:y:2005:i:2:p:183-216.Full description at Econpapers || Download paper
- A search model of centralized and decentralized trade. (2005). Miao, Jianjun.
In: Boston University - Department of Economics - Macroeconomics Working Papers Series.
RePEc:bos:macppr:wp2005-012.Full description at Econpapers || Download paper
- A Search Model of Centralzied and Decentralized Trade. (2005). Miao, Jianjun.
In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
RePEc:bos:iedwpr:dp-144.Full description at Econpapers || Download paper
- Noise and the Trading Mechanism: the Case of SETS. (2005). Chelley-Steeley, Patricia.
In: European Financial Management.
RePEc:bla:eufman:v:11:y:2005:i:3:p:387-424.Full description at Econpapers || Download paper
- Size and heterogeneity matter. A microstructure-based analysis of regulation of secondary markets for governments bonds. (2005). Martinez-Resano, Jose Ramon .
In: Occasional Papers.
RePEc:bde:opaper:0501.Full description at Econpapers || Download paper
- A Search Model of Centralized and Decentralized Trade. (2004). Miao, Jianjun.
In: Microeconomics.
RePEc:wpa:wuwpmi:0410003.Full description at Econpapers || Download paper
- Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications. (2004). Biais, Bruno ; Spatt, Chester ; Glosten, Larry .
In: IDEI Working Papers.
RePEc:ide:wpaper:825.Full description at Econpapers || Download paper
- The cross-sectional determinants of inventory control and the subtle effects of ADRs. (2004). Hansch, Oliver .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:28:y:2004:i:8:p:1915-1933.Full description at Econpapers || Download paper
- A comparison of stock market mechanisms. (2003). Cespa, Giovanni.
In: Economics Working Papers.
RePEc:upf:upfgen:545.Full description at Econpapers || Download paper
- A Comparison of Stock Market Mechanism. (2003). .
In: CSEF Working Papers.
RePEc:sef:csefwp:94.Full description at Econpapers || Download paper
- Inventory Information. (2003). Lyons, Richard ; Evans, Martin ; Cao, Huining.
In: NBER Working Papers.
RePEc:nbr:nberwo:9893.Full description at Econpapers || Download paper
- Inventory Information. (2003). Evans, Martin ; Cao, Huining ; Martin D. D. Evans, H. Henry Cao, Richard K. Lyons, .
In: Working Papers.
RePEc:geo:guwopa:gueconwpa~03-03-33.Full description at Econpapers || Download paper
- Privatization and Financial Market Development: Theoretical Issues. (2003). Nicodano, Giovanna ; Chiesa, Gabriella.
In: Working Papers.
RePEc:fem:femwpa:2003.1.Full description at Econpapers || Download paper
- Do dealer firms manage inventory on a stock-by-stock or a portfolio basis?. (2003). Naik Narayan Y., ; Yadav Pradeep K., .
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:69:y:2003:i:2:p:325-353.Full description at Econpapers || Download paper
- Do thinly-traded stocks benefit from specialist intervention?. (2003). Petrella, Giovanni ; Nimalendran, M..
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:27:y:2003:i:9:p:1823-1854.Full description at Econpapers || Download paper
- Trading your neighbors ETFs: Competition or fragmentation?. (2003). Boehmer, Ekkehart.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:27:y:2003:i:9:p:1667-1703.Full description at Econpapers || Download paper
- An empirical examination of the impact of market microstructure changes on the determinants of option bid-ask spreads. (2003). Pinder, Sean .
In: International Review of Financial Analysis.
RePEc:eee:finana:v:12:y:2003:i:5:p:563-577.Full description at Econpapers || Download paper
- Auction versus Dealership Markets. (2003). Bennouri, Moez.
In: CIRANO Working Papers.
RePEc:cir:cirwor:2003s-67.Full description at Econpapers || Download paper
- The Effects of Automation on Liquidity, Volatility, Stock Returns and Efficiency: Evidence from the Tunisian Stock Market. (2003). Hmaied, Dorra Mezzez ; Sioud, Olfa Benouda ; Olfa Ben Ouda Sioud, .
In: Review of Middle East Economics and Finance.
RePEc:bpj:rmeecf:v:1:y:2003:i:2:n:3.Full description at Econpapers || Download paper
- Positivity of bid-ask spreads and symmetrical monotone risk aversion *. (2002). Chateauneuf, Alain ; Abouda, Moez .
In: Theory and Decision.
RePEc:kap:theord:v:52:y:2002:i:2:p:149-170.Full description at Econpapers || Download paper
- Market-making, inventories and martingale pricing. (2002). ROGER, Patrick ; At, Christian ; Flochel, Laurent .
In: Post-Print.
RePEc:hal:journl:halshs-00178162.Full description at Econpapers || Download paper
- The Impact of Automation on Liquidity, Volatility, Stock Returns and Efficiency: Evidence from the Tunisian Stock Market. (2002). Hmaied, Dorra Mezzez ; Sioud, Olfa Benouda ; Olfa Ben Ouda Sioud, .
In: Working Papers.
RePEc:erg:wpaper:0222.Full description at Econpapers || Download paper
- Characterization of symmetrical monotone risk aversion in the RDEU model. (2002). Chateauneuf, Alain ; Abouda, Moez .
In: Mathematical Social Sciences.
RePEc:eee:matsoc:v:44:y:2002:i:1:p:1-15.Full description at Econpapers || Download paper
- The Effect of the Transparency of Order Flows in a Dealer Market with Several Securities. (2002). Manzano, Carolina.
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:11:y:2002:i:2:p:212-227.Full description at Econpapers || Download paper
- Market architecture: limit-order books versus dealership markets. (2002). Viswanathan, S ; Wang, James J. D., .
In: Journal of Financial Markets.
RePEc:eee:finmar:v:5:y:2002:i:2:p:127-167.Full description at Econpapers || Download paper
- Preferencing and Dealer Inventory. (2002). Daures Lescourret, Laurence ; Laurence Lescourret ; Christian Y, Robert, .
In: Working Papers.
RePEc:crs:wpaper:2002-54.Full description at Econpapers || Download paper
- Risk Aversion, Transparency, and Market Performance. (2002). de Frutos, Maria-Angeles.
In: Journal of Finance.
RePEc:bla:jfinan:v:57:y:2002:i:2:p:959-984.Full description at Econpapers || Download paper
- Quote revision and information flow among foreign exchange dealers. (2001). Wang, Jianxin.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:11:y:2001:i:2:p:115-136.Full description at Econpapers || Download paper
- An empirical analysis of the supply of liquidity by locals in futures markets: Evidence from the Sydney Futures Exchange. (2000). Frino, Alex ; Jarnecic, Elvis .
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:8:y:2000:i:3-4:p:443-456.Full description at Econpapers || Download paper
- Properties of bid and ask reservation prices in the rank-dependent expected utility model. (2000). ROGER, Patrick.
In: Journal of Mathematical Economics.
RePEc:eee:mateco:v:34:y:2000:i:3:p:269-285.Full description at Econpapers || Download paper
- Just another day in the inter-bank foreign exchange market. (2000). Rajesh, Chakrabarti.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:56:y:2000:i:1:p:29-64.Full description at Econpapers || Download paper
- Can transparent markets survive?. (2000). Robert, Bloomfield ; Maureen, O'Hara.
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:55:y:2000:i:3:p:425-459.Full description at Econpapers || Download paper
- Market microstructure: A survey. (2000). Madhavan, Ananth.
In: Journal of Financial Markets.
RePEc:eee:finmar:v:3:y:2000:i:3:p:205-258.Full description at Econpapers || Download paper
- Darwinian selection does not eliminate irrational traders. (2000). Biais, Bruno ; Shadur, Raphael.
In: European Economic Review.
RePEc:eee:eecrev:v:44:y:2000:i:3:p:469-490.Full description at Econpapers || Download paper
- Le marché des blocs hors-CAC : un supplément de liquidité pour la Bourse de Paris ?. (2000). Riva, Fabrice.
In: Economics Papers from University Paris Dauphine.
RePEc:dau:papers:123456789/9810.Full description at Econpapers || Download paper
- The Demand for and Supply of Shares. An Empirical Study of the Limit Order Book on the ASX. (1999). Yang, W..
In: Economics Discussion / Working Papers.
RePEc:uwa:wpaper:99-03.Full description at Econpapers || Download paper
- Life in the pits: competitive market making and inventory control--further Australian evidence. (1999). Frino, Alex ; Forrest, Peter ; Duffy, Matthew.
In: Journal of Multinational Financial Management.
RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:373-385.Full description at Econpapers || Download paper
- The total cost of trading Belgian shares: Brussels versus London. (1999). Degryse, Hans.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:23:y:1999:i:9:p:1331-1355.Full description at Econpapers || Download paper
- Sterilised central bank intervention in the foreign exchange market. (1999). Vitale, Paolo.
In: Journal of International Economics.
RePEc:eee:inecon:v:49:y:1999:i:2:p:245-267.Full description at Econpapers || Download paper
- Integration versus segmentation in a dealer market. (1999). Manzano, Carolina.
In: DEE - Working Papers. Business Economics. WB.
RePEc:cte:wbrepe:6514.Full description at Econpapers || Download paper
- Does Market Organization Speed Up Market Stabilization? First Lessons From the Budapest and Warsaw Stock Exchanges. (1999). Zalewska-Mitura, Anna.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:2134.Full description at Econpapers || Download paper
- When Does Internationalization Enhance the Development of Domestic Stock Markets?. (1998). Hargis, Kent ; Ramanlal, Pradipkumar .
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:7:y:1998:i:3:p:263-292.Full description at Econpapers || Download paper
- Floors, dealer markets and limit order markets. (1998). Salanié, François ; Foucault, Thierry ; Biais, Bruno ; Salanie, Francois .
In: Journal of Financial Markets.
RePEc:eee:finmar:v:1:y:1998:i:3-4:p:253-284.Full description at Econpapers || Download paper
- Risk allocation and inter-dealer trading. (1997). Vogler, Karl-Hubert.
In: European Economic Review.
RePEc:eee:eecrev:v:41:y:1997:i:8:p:1615-1634.Full description at Econpapers || Download paper
- Transaction Costs in Dealer Markets: Evidence from the London Stock Exchange. (1996). Werner, Ingrid M. ; Reiss, Peter C..
In: NBER Chapters.
RePEc:nbr:nberch:8104.Full description at Econpapers || Download paper
- Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE. (1996). Stoll, Hans ; Huang Roger D., .
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:41:y:1996:i:3:p:313-357.Full description at Econpapers || Download paper
- THE DETERMINANTS AND DYNAMICS OF BID-ASK SPREADS ON THE LONDON STOCK EXCHANGE. (1996). Paudyal, Krishna ; Menyah, Kojo .
In: Journal of Financial Research.
RePEc:bla:jfnres:v:19:y:1996:i:3:p:377-394.Full description at Econpapers || Download paper
- Implicit collusion on wide spreads. (1995). Foucault, Thierry ; Biais, Bruno ; Salani, Franois .
In: Economics Working Papers.
RePEc:upf:upfgen:153.Full description at Econpapers || Download paper
- An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse.. (1995). Biais, Bruno ; Spatt, Chester ; Hillion, Pierre .
In: Journal of Finance.
RePEc:bla:jfinan:v:50:y:1995:i:5:p:1655-89.Full description at Econpapers || Download paper
- Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange. (1994). Werner, Ingrid M. ; Reiss, Peter C..
In: NBER Working Papers.
RePEc:nbr:nberwo:4727.Full description at Econpapers || Download paper
- Optimal Transparency in a Dealership Market with an Application to Foreign Exchange. (1993). Lyons, Richard.
In: NBER Working Papers.
RePEc:nbr:nberwo:4467.Full description at Econpapers || Download paper
References
References cited by this document
This document has not been processed yet.
You may help us by submiting the list of references
Cocites
Documents in RePEc which have cited the same bibliography
This document has not co-citation data yet.