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Reputation-based pricing and price improvements
16 references·1 citing·44 second hop
Reputation-based pricing and price improvements (2005)Reputation-based pricing and price improv…Does Anonymity Matter in Electronic Limit Order Markets? (2007)Does Anonymity Matter in Elec…Market Maker Quotation Behavior and Pretrade Transparency (2003)Market Maker Quotation Behavi…Competition among Trading Venues: Information and Trading on Electronic Communications Networks (2003)Competition among Trading Ven…Preferencing, Internalization, Best Execution, and Dealer Profits (1999)Preferencing, Internalization…A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks (1997)A cross-exchange comparison o…Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow (1996)Cream-Skimming or Profit-Shar…Tests of microstructural hypotheses in the foreign exchange market (1995)Tests of microstructural hypo…Posted versus effective spreads (1994)Posted versus effective sprea…What's special about the specialist? (1992)What's special about the spec…Insiders, Outsiders, and Market Breakdowns (1991)Insiders, Outsiders, and Mark…Information and Timing in Repeated Partnerships (1991)Information and Timing in Rep…Equilibrium Block Trading and Asymmetric Information (1990)Equilibrium Block Trading and…Insider Trading, Liquidity, and the Role of the Monopolist Specialist (1989)Insider Trading, Liquidity, a…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Reputation and imperfect information (1982)Reputation and imperfect info…Siphoned apart: A portfolio perspective on order flow segmentation (2024)Siphoned apart: A portfolio p…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Continuous Auctions and Insider Trading (1985)Trades, quotes, inventories, and information (1988)The Summary Informativeness of Stock Trades: An Econometric Analysis (1991)Liquidity Provision with Limit Orders and a Strategic Specialist (1997)Information, trade and common knowledge (1982)Inferring Trade Direction from Intraday Data (1991)Latency, Liquidity and Price Discovery (2011)Retail trader sophistication and stock market quality: Evidence from brokerage outages (2022)A Theory of Intraday Patterns: Volume and Price Variability (1988)Episodic Liquidity Crises: Cooperative and Predatory Trading (2007)Do Dark Pools Harm Price Discovery? (2013)The value of trading relations in turbulent times (2017)Noncooperative Collusion under Imperfect Price Information (1984)The Folk Theorem in Repeated Games with Discounting or with Incomplete Information (1986)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Communication in Repeated Games with Imperfect Private Monitoring (1998)Reputations, Relationships, and Contract Enforcement (2007)The Economic Returns to Social Interaction: Experimental Evidence from Microfinance (2013)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)The Digitization of Word of Mouth: Promise and Challenges of Online Feedback Mechanisms (2003)A survey of trust and reputation systems for online service provision (2005)Price, trade size, and information in securities markets (1987)Inferring investor behavior: Evidence from TORQ data (2000)Price Discovery and Trading After Hours (2003)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)The Cross-Section of Expected Stock Returns (1992)Presidential Address: Friction (2000)Advertising, Breadth of Ownership, and Liquidity (2003)The illusory nature of momentum profits (2003)Measuring the Information Content of Stock Trades (1991)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Island Goes Dark: Transparency, Fragmentation, and Regulation (2005)Automation, speed, and stock market quality: The NYSE's Hybrid (2011)Price Discovery without Trading: Evidence from Limit Orders (2019)From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)Safe Haven Currencies (2010)
this work references cited by second hop

References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1982Reputation and imperfect information3,093 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1996Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow537 cited
  • 1989Insider Trading, Liquidity, and the Role of the Monopolist Specialist517 cited
  • 1995Tests of microstructural hypotheses in the foreign exchange market517 cited
  • 1991Information and Timing in Repeated Partnerships317 cited
  • 1990Equilibrium Block Trading and Asymmetric Information310 cited
  • 2003Competition among Trading Venues: Information and Trading on Electronic Communications Networks280 cited
  • 1997A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks279 cited
  • 1994Posted versus effective spreads260 cited
  • 1991Insiders, Outsiders, and Market Breakdowns255 cited
  • 1992What's special about the specialist?250 cited
  • 2007Does Anonymity Matter in Electronic Limit Order Markets?223 cited
  • 1999Preferencing, Internalization, Best Execution, and Dealer Profits

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124 cited
  • 2003Market Maker Quotation Behavior and Pretrade Transparency123 cited
  • Cited by

    • 2024Siphoned apart: A portfolio perspective on order flow segmentation24 cited