References

• 1982Aggregate Demand Management in Search Equilibrium1,933 cited
• 1993Stealth trading and volatility948 cited
• 2004An Efficient Ascending-Bid Auction for Multiple Objects727 cited
• 1989Trading Volume and Asset Liquidity628 cited
• 1995Trade Size and Components of the Bid-Ask Spread553 cited
• 1992Trading Mechanisms in Securities Markets426 cited
• 2003Price Discovery and Trading After Hours407 cited
• 1999Price Discovery and Learning during the Preopening Period in the Paris Bourse379 cited
• 1992Trading Mechanisms in Securities Markets356 cited
• 2000Price Discovery without Trading: Evidence from the Nasdaq Preopening231 cited
• 2000Price Discovery in Auction Markets: A Look Inside the Black Box225 cited
• 2003A closing call's impact on market quality at Euronext Paris199 cited
• 1989The Rate of Convergence to Efficiency in the Buyer's Bid Double Auction as the Market Becomes Large181 cited
• 1998Does Risk Sharing Motivate Interdealer Trading?154 cited
• 1995Electronic Call Market Trading149 cited
• 2002Bidder Behavior in Multiunit Auctions: Evidence from Swedish Treasury Auctions