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Alternative Securities Trading Systems: Tests and Regulatory Implications of the Adoption of Technology
12 references·13 citing·52 second hop
Alternative Securities Trading Systems: Tests and Regulatory Implications of the Adoption of Technology (1996)Alternative Securities Trading Systems: T…Risk dominance and coordination failures in static games (1995)Risk dominance and coordinati…Microeconomic Systems as an Experimental Science (1991)Microeconomic Systems as an E…Information Links and Electronic Marketplaces: The Role of Interorganizational Information Systems in Vertical Markets (1991)Information Links and Electro…Stock Market Volatility (1990)Stock Market VolatilityLondon’s Big Bang: A Case Study of Information Technology, Competitive Impact, and Organizational Change1 (1990)London’s Big Bang: A Case Stu…Trading Volume and Asset Liquidity (1989)Trading Volume and Asset Liqu…Trading Mechanisms and Stock Returns: An Empirical Investigation (1987)Trading Mechanisms and Stock …Technology Adoption in the Presence of Network Externalities (1986)Technology Adoption in the Pr…Rational Choice in Experimental Markets (1986)Rational Choice in Experiment…Market Making and the Changing Structure of the Securities Industry (1985)Market Making and the Changin…Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk (1979)Structural Organization of Se…TECHNOLOGY, COMMUNICATION AND THE PERFORMANCE OF FINANCIAL MARKETS: 1840–1975 (1978)TECHNOLOGY, COMMUNICATION AND…Financialization and Information Technology: Themes, issues and Critical Debates – part I (2017)Financialization and Informat…How Does the Internet Affect the Financial market? An Equilibrium Model of Internet-Facilitated Feedback Trading1 (2015)How Does the Internet Affect …Competing Matchmakers: An Experimental Analysis (2011)Competing Matchmakers: An Exp…Adoption of electronic trading at the International Securities Exchange (2004)Adoption of electronic tradin…The Decoupling of Value Creation from Revenue: A Strategic Analysis of the Markets for Pure Information Goods (2003)The Decoupling of Value Creat…The Use of Information System Technology to Develop Tests on Insider Trading and Asymmetric Information (1999)The Use of Information System…The Impact of Electronic Marketplaces on Product Prices: An Empirical Study of AUCNET (1999)The Impact of Electronic Mark…Next-Generation Trading in Futures Markets: A Comparison of Open Outcry and Order Matching Systems (1999)Next-Generation Trading in Fu…Information Exchange in Electronic Markets: Implications for Market Structures (1999)Information Exchange in Elect…Restructuring Institutional Block Trading an Overview of the OptiMark System (1998)Restructuring Institutional B…Next-Generation Securities Market Systems: An Experimental Investigation of Quote-Driven and Order-Driven Trading (1997)Next-Generation Securities Ma…Mitigating Underinvestment Through an IT-Enabled Organization Form (1997)Mitigating Underinvestment Th…Market Dominance as a Precursor of a Firm’s Failure: Emerging Technologies and the Competitive Advantage of New Entrants (1996)Market Dominance as a Precurs…The Bargaining Problem (1950)Designing Complex Organizations (1973)Markets and Hierarchies (1975)Six Myths of Information and Markets: Information Technology Networks, Electronic Commerce, and the Battle for Consumer Surplus1 (1999)Opening the “Black Box” of Network Externalities in Network Adoption (2000)Design and Ownership of Two-Sided Networks: Implications for Internet Platforms (2008)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)The Use of Knowledge in Society (1996)Collective Action and the Evolution of Social Norms (2000)Experimenter demand effects in economic experiments (2009)The Logic of Scientific Discovery (2013)The Behavior of Stock-Market Prices (1965)Asset pricing and the bid-ask spread (1986)The theory and practice of econometrics (1986)The Informational Content of Implied Volatility (1993)Liquidity and Asset Prices (2006)Do ETFs Increase Volatility? (2014)Clio and the economics of QWERTY (1985)First-mover advantages (1988)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)Increasing Returns and Path Dependence in the Economy (1994)A General Theory of Equilibrium Selection in Games (1988)Game theory: analysis of conflict (1992)Learning in extensive-form games: Experimental data and simple dynamic models in the intermediate term (1995)Minimum-Effort Coordination Games: Stochastic Potential and Logit Equilibrium (2001)Agglomeration bonus: an incentive mechanism to reunite fragmented habitat for biodiversity conservation (2002)Playing safe in coordination games: (2003)The Economics of Information (1961)A Monetary History of the United States, 1867-1960 (1964)The Economics of Information (1976)Transaction Costs, Telecommunications, and the Microeconomics of Macroeconomic Growth (1992)Competition, cooperation, and regulation: Understanding the evolution of the mobile payments technology ecosystem (2015)Competing on Speed (2018)Market microstructure (1976)Market Behavior in a Clearing House (1982)Daily and Intradaily Tests of European Put-Call Parity (1995)Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours (2004)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Reengineering the Dutch Flower Auctions: A Framework for Analyzing Exchange Organizations (1998)Electronic Trading and Work Transformation in the London Insurance Market (1999)A model for unpacking big data analytics in high-frequency trading (2016)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Generalized autoregressive conditional heteroskedasticity (1986)Noise Trader Risk in Financial Markets (1990)Forecasting financial market volatility: Sample frequency vis-à-vis forecast horizon (1999)The Impact of Jumps in Volatility and Returns (2001)The global financial crisis, financial linkages and correlations in returns and volatilities in emerging MENA stock markets (2012)Multimarket Trading and Market Liquidity (1991)The Survival of Noise Traders in Financial Markets (1991)Is market fragmentation harming market quality? (2011)
this work references cited by second hop

References

  • 1986Technology Adoption in the Presence of Network Externalities2,621 cited
  • 1991Microeconomic Systems as an Experimental Science1,418 cited
  • 1987Trading Mechanisms and Stock Returns: An Empirical Investigation769 cited
  • 1989Trading Volume and Asset Liquidity628 cited
  • 1990Stock Market Volatility384 cited
  • 1991Information Links and Electronic Marketplaces: The Role of Interorganizational Information Systems in Vertical Markets318 cited
  • 1995Risk dominance and coordination failures in static games175 cited
  • 1979Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk174 cited
  • 1978TECHNOLOGY, COMMUNICATION AND THE PERFORMANCE OF FINANCIAL MARKETS: 1840–1975166 cited
  • 1990London’s Big Bang: A Case Study of Information Technology, Competitive Impact, and Organizational Change1157 cited
  • 1985Market Making and the Changing Structure of the Securities Industry139 cited
  • 1986Rational Choice in Experimental Markets123 cited

Cited by

  • 1996Market Dominance as a Precursor of a Firm’s Failure: Emerging Technologies and the Competitive Advantage of New Entrants70 cited
  • 2011Competing Matchmakers: An Experimental Analysis53 cited

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2003
The Decoupling of Value Creation from Revenue: A Strategic Analysis of the Markets for Pure Information Goods
52 cited
  • 2004Adoption of electronic trading at the International Securities Exchange41 cited
  • 1999The Impact of Electronic Marketplaces on Product Prices: An Empirical Study of AUCNET39 cited
  • 2015How Does the Internet Affect the Financial market? An Equilibrium Model of Internet-Facilitated Feedback Trading137 cited
  • 1997Next-Generation Securities Market Systems: An Experimental Investigation of Quote-Driven and Order-Driven Trading36 cited
  • 1999Information Exchange in Electronic Markets: Implications for Market Structures34 cited
  • 2017Financialization and Information Technology: Themes, issues and Critical Debates – part I30 cited
  • 1999Next-Generation Trading in Futures Markets: A Comparison of Open Outcry and Order Matching Systems30 cited
  • 1997Mitigating Underinvestment Through an IT-Enabled Organization Form28 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