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The Mandatory Disclosure of Trades and Market Liquidity
16 references·16 citing·37 second hopsampled
The Mandatory Disclosure of Trades and Market Liquidity (1995)The Mandatory Disclosure of Trades and Ma…Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility (1992)Using Privileged Information …Stock-Price Manipulation (1992)Stock-Price ManipulationFutures Manipulation with "Cash Settlement" (1992)Futures Manipulation with "Ca…A Political Theory of American Corporate Finance (1991)A Political Theory of America…Shareholder Passivity Reexamined (1990)Shareholder Passivity Reexami…A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets (1990)A Theory of the Interday Vari…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Insiders' profits, costs of trading, and market efficiency (1986)Insiders' profits, costs of t…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…An empirical analysis of the interfirm equity investment process (1985)An empirical analysis of the …The Informational Role of Warranties and Private Disclosure about Product Quality (1981)The Informational Role of War…Good News and Bad News: Representation Theorems and Applications (1981)Good News and Bad News: Repre…The Private and Social Value of Information and the Reward to Inventive Activity (1978)The Private and Social Value …Special Information and Insider Trading (1974)Special Information and Insid…Insider Trading and the Stock Market (1967)Insider Trading and the Stock…Other People's Money and How the Bankers Use It (1933)Other People's Money and How …Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity (2019)Market in Financial Instrumen…Activism, Strategic Trading, and Liquidity (2018)Activism, Strategic Trading, …Security Market Manipulation (2014)Security Market ManipulationMARKET MANIPULATION: A SURVEY (2011)MARKET MANIPULATION: A SURVEYCredit Ratings and Litigation Risk (2011)Credit Ratings and Litigation…Investor relations: a comprehensive overview (2010)Investor relations: a compreh…Microstructure-Based Manipulation: Strategic Behavior and Performance of Spoofing Traders (2009)Microstructure-Based Manipula…Manipulation in market order models (2003)Manipulation in market order …Informed manipulation (2003)Informed manipulationDelegated Portfolio Management and Rational Prolonged Mispricing (2003)Delegated Portfolio Managemen…Herd Behavior and Cascading in Capital Markets: A Review and Synthesis (2002)Herd Behavior and Cascading i…Strategic Behavior and Price Discovery (2001)Strategic Behavior and Price …Market Manipulation and the Role of Insider Trading Regulations (1997)Market Manipulation and the R…Risk Aversion, Liquidity, and Endogenous Short Horizons (1996)Risk Aversion, Liquidity, and…Insider Trading in Financial Signaling Models (1992)Insider Trading in Financial …Anonymity in securities markets (1992)Anonymity in securities marke…On the Impossibility of Informationally Efficient Markets (1980)Strategic Information Transmission (1982)Synchronization risk and delayed arbitrage (2002)Manipulation and the Allocational Role of Prices (2008)Rating the raters: Are reputation concerns powerful enough to discipline rating agencies? (2009)Dictionary of American Biography (1945)Higher education as a filter (1973)Optimal contracts and competitive markets with costly state verification (1979)First-mover advantages (1988)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Moral Hazard and Observability (1979)An Analysis of the Principal-Agent Problem (1983)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)The Theory of Incentives: The Principal-Agent Model (2001)Signaling Games and Stable Equilibria (1987)Market Manipulation, Bubbles, Corners, and Short Squeezes (1992)Predatory Trading (2005)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Investor sentiment and the near-term stock market (2003)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)Efficient Capital Markets: II (1991)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Are Insider Trades Informative? (2001)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Voluntary disclosure with a strategic opponent (1990)Investor psychology in capital markets: evidence and policy implications (2002)The Economics of Privacy (2016)Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models (1993)Statistical aspects of ARCH and stochastic volatility (1996)Order Flow and Exchange Rate Dynamics (1999)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1981Good News and Bad News: Representation Theorems and Applications3,198 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1981The Informational Role of Warranties and Private Disclosure about Product Quality2,491 cited
  • 1978The Private and Social Value of Information and the Reward to Inventive Activity1,571 cited
  • 1974Special Information and Insider Trading1,236 cited
  • 1986Insiders' profits, costs of trading, and market efficiency1,219 cited
  • 1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets788 cited
  • 1992Stock-Price Manipulation623 cited
  • 1992Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility568 cited
  • 1933Other People's Money and How the Bankers Use It494 cited
  • 1990Shareholder Passivity Reexamined410 cited
  • 1967Insider Trading and the Stock Market403 cited
  • 1985An empirical analysis of the interfirm equity investment process351 cited
  • 1992Futures Manipulation with "Cash Settlement"242 cited

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1991
A Political Theory of American Corporate Finance
234 cited

Cited by

  • 2009Microstructure-Based Manipulation: Strategic Behavior and Performance of Spoofing Traders123 cited
  • 2011MARKET MANIPULATION: A SURVEY115 cited
  • 1997Market Manipulation and the Role of Insider Trading Regulations111 cited
  • 2002Herd Behavior and Cascading in Capital Markets: A Review and Synthesis108 cited
  • 2003Informed manipulation90 cited
  • 1992Anonymity in securities markets86 cited
  • 2003Manipulation in market order models82 cited
  • 1996Risk Aversion, Liquidity, and Endogenous Short Horizons71 cited
  • 2001Strategic Behavior and Price Discovery71 cited
  • 2018Activism, Strategic Trading, and Liquidity63 cited
  • 2014Security Market Manipulation52 cited
  • 2011Credit Ratings and Litigation Risk50 cited
  • 2010Investor relations: a comprehensive overview48 cited
  • 2003Delegated Portfolio Management and Rational Prolonged Mispricing45 cited
  • 2019Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity37 cited
  • 1992Insider Trading in Financial Signaling Models36 cited