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Next-Generation Securities Market Systems: An Experimental Investigation of Quote-Driven and Order-Driven Trading
8 references·4 citing·45 second hop
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this work references cited by second hop

References

  • 1991Microeconomic Systems as an Experimental Science1,418 cited
  • 2016Simulation Modeling and Analysis640 cited
  • 1996Limit Order Trading400 cited
  • 1987Consolidation, Fragmentation, and Market Performance216 cited
  • 1985Market Making and the Changing Structure of the Securities Industry139 cited
  • 1996Alternative Securities Trading Systems: Tests and Regulatory Implications of the Adoption of Technology60 cited
  • 1992Experimental Market Economics53 cited
  • 1994Global equity markets : technological, competitive, and regulatory challenges48 cited

Cited by

  • 1999Next-Generation Trading in Futures Markets: A Comparison of Open Outcry and Order Matching Systems30 cited
  • 1998Restructuring Institutional Block Trading an Overview of the OptiMark System27 cited
  • 1999The Use of Information System Technology to Develop Tests on Insider Trading and Asymmetric Information24 cited
  • 2009Who wins when price information is more ubiquitous? An experiment to assess how infomediaries influence price10 cited

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