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Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications
4 references·5 citing·38 second hop
Automating the Price Discovery Process: Some International Comparisons and Regulatory Implications (1992)Automating the Price Discovery Process: S…Auctions as algorithms (1994)Auctions as algorithmsA taxonomy of automated trade execution systems (1993)A taxonomy of automated trade…The mechanics of automated trade execution systems (1990)The mechanics of automated tr…Market Behavior in a Clearing House (1982)Market Behavior in a Clearing…The contribution of market makers to liquidity and efficiency of options trading in electronic markets (2005)The contribution of market ma…Social Connectivities in Global Financial Markets (2004)Social Connectivities in Glob…The Stock Price-Volume Linkage on the Toronto Stock Exchange: Before and After Automation (2002)The Stock Price-Volume Linkag…Market Efficiency in Specialist Markets Before and After Automation (2000)Market Efficiency in Speciali…Indicating Ahead: Best Execution and the NASDAQ Preopening (2000)Indicating Ahead: Best Execut…Market microstructure (1976)Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market (1991)Trading Mechanisms in Securities Markets (1992)Markets come to bits: Evolution, computation and markomata in economic science (2007)The virtues and vices of equilibrium and the future of financial economics (2008)Zero intelligence in economics and finance (2012)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)An Empirical Analysis of Stock Price-Volume Relationship in Indian Stock Market (2008)The assignment game I: The core (1971)Dealership market (1980)Optimal Auction Design (1981)Market microstructure and securities values: (2001)Liquidity , Trading Rules and Electronic Trading Systems . (1990)Impacts of the Electronic Marketplace on Transaction Cost and Market Structure (1996)Security Prices and Market Transparency (1996)Minimum Price Variations, Time Priority, and Quote Dynamics (1999)The Presentation of Self in Everyday Life. (1956)The Pricing of Options and Corporate Liabilities (1973)The consequences of modernity (1990)Financial centres in peripheral regions: the effect of the financial services industry on regional economy - the case of the Scottish Financial cluster (2008)THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Informed Speculation with Imperfect Competition (1989)Strong Financial Laws Without Strong Enforcement: Is Good Law Always Better than No Law? (2013)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Do Demand Curves for Stocks Slope Down? (1986)Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange (1998)The Effects of Trading Methods on Volatility and Liquidity: Evidence from the Taiwan Stock Exchange (1999)Open Sesame: Alternative Opening Algorithms in Securities Markets (2001)Continuous Auctions and Insider Trading (1985)Asset pricing and the bid-ask spread (1986)An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)
this work references cited by second hop

References

  • 1982Market Behavior in a Clearing House184 cited
  • 1993A taxonomy of automated trade execution systems110 cited
  • 1994Auctions as algorithms96 cited
  • 1990The mechanics of automated trade execution systems68 cited

Cited by

  • 2004Social Connectivities in Global Financial Markets69 cited
  • 2000Indicating Ahead: Best Execution and the NASDAQ Preopening34 cited
  • 2005The contribution of market makers to liquidity and efficiency of options trading in electronic markets31 cited
  • 2002The Stock Price-Volume Linkage on the Toronto Stock Exchange: Before and After Automation27 cited
  • 2000Market Efficiency in Specialist Markets Before and After Automation25 cited

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