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ArticleAnonymity in securities markets

Margaret M. Forster1992

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Articlegreen1992

Anonymity in securities markets

Margaret M. Forster

86 citations·0/0 files stored·Journal of Financial Intermediation

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1988A Theory of Intraday Patterns: Volume and Price Variability 1987Price, trade size, and information in securities markets 1990A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets 1991A Theory of Trading in Stock Index Futures 1989Insider Trading, Liquidity, and the Role of the Monopolist Specialist 1991Sunshine Trading and Financial Market Equilibrium

Cited by

2004Why Do Larger Orders Receive Discounts on the London Stock Exchange?2004Anonymity, Adverse Selection, and the Sorting of Interdealer Trades 2006Liquidity adjusted value-at-risk based on the components of the bid-ask spread 2007Competition in the Market for Nasdaq Securities 2011Does Market Transparency Matter? A Case Study 2000Asymmetric Information and News Disclosure Rules

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1992Informed Speculation and Hedging in a Noncompetitive Securities Marketarticle · 8 shared references 1991The Summary Informativeness of Stock Trades: An Econometric Analysisarticle · 6 shared references 1997High frequency data in financial markets: Issues and applicationsarticle · 6 shared references 2001Asset Pricing under Asymmetric Informationbook · 6 shared references 1993Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Marketarticle · 6 shared references 2010Liquidity and market efficiency: A large sample studyarticle · 6 shared references

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Year1992

Typearticle

Published1992-06-01

VenueJournal of Financial Intermediation

ISSN-L1042-9573

Languageen

Citations86

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/1042-9573(92)90007-z

openalex_workW2075795176

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2012Lack of Anonymity and the Inference from Order Flow

2008Anonymity, liquidity and fragmentation