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Does an Electronic Stock Exchange Need an Upstairs Market?
16 references·1 citing·35 second hop
Does an Electronic Stock Exchange Need an Upstairs Market? (2002)Does an Electronic Stock Exchange Need an…Trade Execution Costs and Market Quality after Decimalization (2003)Trade Execution Costs and Mar…Stealth-trading: Which traders' trades move stock prices? (2001)Stealth-trading: Which trader…Tick Size, Share Prices, and Stock Splits (1997)Tick Size, Share Prices, and …In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets (1997)In Search of Liquidity: Block…A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks (1997)A Comparison of Trade Executi…The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (1996)The Upstairs Market for Large…Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…The Behavior of Stock Prices Around Institutional Trades (1995)The Behavior of Stock Prices …An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)An Empirical Analysis of the …Is the Electronic Open Limit Order Book Inevitable? (1994)Is the Electronic Open Limit …Stealth trading and volatility (1993)Stealth trading and volatilityInferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Equilibrium Block Trading and Asymmetric Information (1990)Equilibrium Block Trading and…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Limited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE (1972)PRICE IMPACTS OF BLOCK TRADIN…Dark Trading and Price Discovery (2012)Dark Trading and Price Discov…The market for corporate control (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Which Shorts Are Informed? (2007)Do Retail Trades Move Markets? (2008)Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Measuring the Information Content of Stock Trades (1991)Market liquidity and volume around earnings announcements (1994)Efficient Capital Markets: II (1991)Presidential Address: Friction (2000)The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (2000)A Theory of Intraday Patterns: Volume and Price Variability (1988)Greener Pastures and the Impact of Dynamic Institutional Preferences (2003)The Dynamics of Institutional and Individual Trading (2003)When Does Information Asymmetry Affect the Cost of Capital? (2010)A Theory of Auctions and Competitive Bidding (1982)Order flow composition and trading costs in a dynamic limit order market (1999)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Institutional trades and intraday stock price behavior (1993)The Cross-Section of Expected Stock Returns (1992)Advertising, Breadth of Ownership, and Liquidity (2003)The illusory nature of momentum profits (2003)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)Econometric Analysis of Cross Section and Panel Data (2001)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)Introductory Econometrics for Finance (2008)Market microstructure: A survey (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)
this work references cited by second hop

References

  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse1,151 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1994Is the Electronic Open Limit Order Book Inevitable?996 cited
  • 1993Stealth trading and volatility948 cited
  • 1995The Behavior of Stock Prices Around Institutional Trades794 cited
  • 2001Stealth-trading: Which traders' trades move stock prices?682 cited
  • 1972PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE671 cited
  • 1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects601 cited
  • 2003Trade Execution Costs and Market Quality after Decimalization512 cited
  • 1997Tick Size, Share Prices, and Stock Splits387 cited
  • 1997In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets318 cited
  • 1997A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks

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314 cited
  • 1990Equilibrium Block Trading and Asymmetric Information310 cited
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    • 2012Dark Trading and Price Discovery26 cited