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Does Market Transparency Matter? A Case Study
16 references·16 citing·37 second hopsampled
Does Market Transparency Matter? A Case Study (2011)Does Market Transparency Matter? A Case S…The impact of news on the exchange rate of the lira and long-term interest rates (2002)The impact of news on the exc…Fiscal consolidation under fixed exchange rates (2001)Fiscal consolidation under fi…Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading (1996)Transparency and Liquidity: A…Strategic Trading When Agents Forecast the Forecasts of Others (1996)Strategic Trading When Agents…Non-Fundamental Speculation (1996)Non-Fundamental SpeculationMarket Microstructure Theory. (1996)Market Microstructure Theory.Tests of microstructural hypotheses in the foreign exchange market (1995)Tests of microstructural hypo…Market microstructure theory (1995)Market microstructure theoryConsolidation, Fragmentation, and the Disclosure of Trading Information (1995)Consolidation, Fragmentation,…Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models (1993)Variations in Trading Volume,…Tests of Microstructural Hypotheses in the Foreign Exchange Market (1993)Tests of Microstructural Hypo…Measuring the Information Content of Stock Trades (1991)Measuring the Information Con…An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies (1988)An Analysis of the Implicatio…An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies (1987)An Analysis of the Implicatio…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Price Discovery in the Italian Sovereign Bonds Market: The Role of Order Flow (2013)Price Discovery in the Italia…Testing for Trend (2007)Testing for TrendBenchmark Status in Fixed‐Income Asset Markets (2007)Benchmark Status in Fixed‐Inc…A Policy-Sensible Core-Inflation Measure for the Euro Area (2007)A Policy-Sensible Core-Inflat…The Private and Social Return to Schooling in Italy (2006)The Private and Social Return…The Legacy of History for Development: The Case of Putnam's Social Capital (2006)The Legacy of History for Dev…The Causes and Consequences of Venture Capital Financing: An Analysis Based on a Sample of Italian Firms (2006)The Causes and Consequences o…Skill Dispersion and Firm Productivity: An Analysis with Employer-Employee Matched Data (2006)Skill Dispersion and Firm Pro…Efficiency vs. Agency Motivations for Bank Takeovers: Some Empirical Evidence (2006)Efficiency vs. Agency Motivat…Do Market-Based Indicators Anticipate Rating Agencies? Evidence for International Banks (2006)Do Market-Based Indicators An…Determinants of Long-Run Regional Productivity: The Role of R&D, Human Capital and Public Infrastructure (2006)Determinants of Long-Run Regi…Debt Maturity of Italian Firms (2006)Debt Maturity of Italian FirmsConvergences of Prices and Rates of Inflation (2006)Convergences of Prices and Ra…An Empirical Analysis of National Differences in the Retail Bank Interest Rates of the Euro Area (2006)An Empirical Analysis of Nati…Is Foreign Exchange Intervention Effective? Some Micro-Analytical Evidence from the Czech Republic (2005)Is Foreign Exchange Intervent…Banks' Participation in the Eurosystem Auctions and Money Market Integration (2003)Banks' Participation in the E…Reexamination of the perfectness concept for equilibrium points in extensive games (1975)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Disclosure, Liquidity, and the Cost of Capital (1991)An Empirical Study of Bond Market Transactions (2000)The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis (2002)Should securities markets be transparent? (2005)Continuous Auctions and Insider Trading (1985)The theory and practice of econometrics (1986)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Does Algorithmic Trading Improve Liquidity? (2011)Price, trade size, and information in securities markets (1987)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Transparency and Liquidity: A Controlled Experiment on Corporate Bonds (2006)Information Disclosure in Financial Markets (2017)A Theory of Intraday Patterns: Volume and Price Variability (1988)Differences of Opinion Make a Horse Race (1993)Differential Information and Dynamic Behavior of Stock Trading Volume (1995)Asset Pricing under Asymmetric Information (2001)Stock price reaction to public and private information (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Inferring Trade Direction from Intraday Data (1991)Trade Size and Components of the Bid-Ask Spread (1995)Time and the Price Impact of a Trade (2000)Pricing the commonality across alternative measures of liquidity (2007)Market microstructure: A survey (2000)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Realized Variance and Market Microstructure Noise (2006)Corporate Bond Market Transaction Costs and Transparency (2007)MIDAS Regressions: Further Results and New Directions (2007)From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)Safe Haven Currencies (2010)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1991Measuring the Information Content of Stock Trades1,868 cited
  • 1995Market microstructure theory1,305 cited
  • 1996Market Microstructure Theory.1,152 cited
  • 1993Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models624 cited
  • 1996Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading545 cited
  • 1995Tests of microstructural hypotheses in the foreign exchange market517 cited
  • 1996Strategic Trading When Agents Forecast the Forecasts of Others507 cited
  • 1995Consolidation, Fragmentation, and the Disclosure of Trading Information345 cited
  • 1988An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies332 cited
  • 1987An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies280 cited
  • 2002The impact of news on the exchange rate of the lira and long-term interest rates123 cited
  • 2001Fiscal consolidation under fixed exchange rates117 cited

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1993
Tests of Microstructural Hypotheses in the Foreign Exchange Market
113 cited
  • 1996Non-Fundamental Speculation98 cited
  • Cited by

    • 2006Skill Dispersion and Firm Productivity: An Analysis with Employer-Employee Matched Data137 cited
    • 2006Determinants of Long-Run Regional Productivity: The Role of R&D, Human Capital and Public Infrastructure120 cited
    • 2006The Private and Social Return to Schooling in Italy87 cited
    • 2007Benchmark Status in Fixed‐Income Asset Markets64 cited
    • 2006Do Market-Based Indicators Anticipate Rating Agencies? Evidence for International Banks41 cited
    • 2006An Empirical Analysis of National Differences in the Retail Bank Interest Rates of the Euro Area38 cited
    • 2005Is Foreign Exchange Intervention Effective? Some Micro-Analytical Evidence from the Czech Republic36 cited
    • 2006Debt Maturity of Italian Firms32 cited
    • 2003Banks' Participation in the Eurosystem Auctions and Money Market Integration32 cited
    • 2007Testing for Trend30 cited
    • 2013Price Discovery in the Italian Sovereign Bonds Market: The Role of Order Flow30 cited
    • 2006The Causes and Consequences of Venture Capital Financing: An Analysis Based on a Sample of Italian Firms28 cited
    • 2006Convergences of Prices and Rates of Inflation27 cited
    • 2006The Legacy of History for Development: The Case of Putnam's Social Capital25 cited
    • 2007A Policy-Sensible Core-Inflation Measure for the Euro Area20 cited
    • 2006Efficiency vs. Agency Motivations for Bank Takeovers: Some Empirical Evidence19 cited