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Sale of Price Information by Exchanges: Does It Promote Price Discovery?
16 references·1 citing·34 second hop
Sale of Price Information by Exchanges: Does It Promote Price Discovery? (2013)Sale of Price Information by Exchanges: D…High-Frequency Trading and Price Discovery (2014)High-Frequency Trading and Pr…The Real Effects of Financial Markets (2012)The Real Effects of Financial…Low-Latency Trading (2011)Low-Latency TradingThe use of knowledge in society (2009)The use of knowledge in socie…Presidential Address: Liquidity and Price Discovery (2003)Presidential Address: Liquidi…The Going‐Public Decision and the Development of Financial Markets (1999)The Going‐Public Decision and…The Use of Knowledge in Society (1996)The Use of Knowledge in Socie…Market Microstructure Theory. (1996)Market Microstructure Theory.One Security, Many Markets: Determining the Contributions to Price Discovery (1995)One Security, Many Markets: D…Market microstructure theory (1995)Market microstructure theoryOutput Measurement in the Service Sectors (1992)Output Measurement in the Ser…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Information Acquisition in a Noisy Rational Expectations Economy (1982)Information Acquisition in a …Information aggregation in a noisy rational expectations economy (1981)Information aggregation in a …On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the aggregation of information in competitive markets (1980)On the aggregation of informa…Exchange Competition, Entry, and Welfare (2021)Exchange Competition, Entry, …Risk Aversion in the Small and in the Large (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Herd Behavior and Investment (1988)Differences of Opinion Make a Horse Race (1993)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)Expectations and the neutrality of money (1972)Noise (1986)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Cointegration and Tests of Present Value Models (1987)Inferring Trade Direction from Intraday Data (1991)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)Corporate financing and investment decisions when firms have information that investors do not have (1984)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)The Real Effects of Financial Shocks: Evidence from Exogenous Changes in Analyst Coverage (2012)Blockholders and Corporate Governance (2014)Short Selling and Earnings Management: A Controlled Experiment (2015)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market microstructure: A survey (2000)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Realized Variance and Market Microstructure Noise (2006)Comparative Economic Organization: The Analysis of Discrete Structural Alternatives (1991)A Dynamic Theory of Organizational Knowledge Creation (1994)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Illiquidity and stock returns: cross-section and time-series effects (2002)Corporate Bond Market Transaction Costs and Transparency (2007)MIDAS Regressions: Further Results and New Directions (2007)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1996The Use of Knowledge in Society6,434 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
  • 1995Market microstructure theory1,305 cited
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 2014High-Frequency Trading and Price Discovery1,168 cited
  • 1996Market Microstructure Theory.1,152 cited
  • 1981Information aggregation in a noisy rational expectations economy1,068 cited
  • 2012The Real Effects of Financial Markets899 cited
  • 2011Low-Latency Trading880 cited
  • 1999The Going‐Public Decision and the Development of Financial Markets841 cited
  • 2003Presidential Address: Liquidity and Price Discovery652 cited
  • 1982Information Acquisition in a Noisy Rational Expectations Economy639 cited
  • 1992Output Measurement in the Service Sectors605 cited
  • 2009The use of knowledge in society599 cited

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Cited by

  • 2021Exchange Competition, Entry, and Welfare48 cited