SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The potential for clientele pricing when making markets in financial securities
16 references·3 citing·45 second hopsampled
The potential for clientele pricing when making markets in financial securities (2001)The potential for clientele pricing when …The information content of the limit order book: evidence from NYSE specialist trading decisions (2004)The information content of th…Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison (1999)Trade Execution Costs on NASD…A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks (1997)A Comparison of Trade Executi…Estimating the profits from trading strategies (1996)Estimating the profits from t…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…Anatomy of the trading process empirical evidence on the behavior of institutional traders (1995)Anatomy of the trading proces…Transactions, Volume, and Volatility (1994)Transactions, Volume, and Vol…Trading Mechanisms and the Components of the Bid-Ask Spread (1994)Trading Mechanisms and the Co…Electronic Trading, Market Structure and Liquidity (1994)Electronic Trading, Market St…Market Integration and Price Execution for NYSE-Listed Securities (1993)Market Integration and Price …What's special about the specialist? (1992)What's special about the spec…Dual Trading in Futures Markets (1992)Dual Trading in Futures Marke…An ordered probit analysis of transaction stock prices (1990)An ordered probit analysis of…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Equilibrium in Competitive In…THE IMPACT OF MARKET MAKER CONCENTRATION ON ADVERSE‐SELECTION COSTS FOR NASDAQ STOCKS (2005)THE IMPACT OF MARKET MAKER CO…Reputation-based pricing and price improvements (2005)Reputation-based pricing and …Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market (2003)Reputation and interdealer tr…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Measuring the Information Content of Stock Trades (1991)Market liquidity and volume around earnings announcements (1994)Inferring Trade Direction from Intraday Data (1991)Liquidity, Information, and Infrequently Traded Stocks (1996)Sixteenths: direct evidence on institutional execution costs (2001)Earnings expectations, investor trade size, and anomalous returns around earnings announcements (2005)Very fast money: High-frequency trading on the NASDAQ (2013)A Theory of Intraday Patterns: Volume and Price Variability (1988)Price Discovery in Auction Markets: A Look Inside the Black Box (2000)Does Anonymity Matter in Electronic Limit Order Markets? (2007)Limited Attention and the Allocation of Effort in Securities Trading (2008)Why Does Stock Market Volatility Change Over Time? (1989)Order Flow and Exchange Rate Dynamics (1999)Order imbalance, liquidity, and market returns (2002)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Herd Behavior and Investment (1988)Short Sales Are Almost Instantaneously Bad News: Evidence from the Australian Stock Exchange (1998)Caught on tape: Institutional trading, stock returns, and earnings announcements (2008)Algorithmic Trading and the Market for Liquidity (2013)Essays in the Theory of Risk-Bearing. (1972)Job Market Signaling (1973)The Economics of Caste and of the Rat Race and Other Woeful Tales (1976)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Signaling in Retrospect and the Informational Structure of Markets (2002)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)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Limited-dependent and qualitative variables in econometrics (1983)Order aggressiveness in limit order book markets (2002)Master curve for price-impact function (2003)The predictive power of zero intelligence in financial markets (2005)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)Liquidity provision and specialist trading in NYSE-listed non-U.S. stocks (2002)Dimensions of execution quality: Recent evidence for US equity markets (2005)An analysis of trade-size clustering and its relation to stealth trading☆ (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1976Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information4,984 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1994Transactions, Volume, and Volatility870 cited
  • 1996Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow537 cited
  • 1995Anatomy of the trading process empirical evidence on the behavior of institutional traders435 cited
  • 1990An ordered probit analysis of transaction stock prices418 cited
  • 1997A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks314 cited
  • 1999Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison263 cited
  • 1992What's special about the specialist?250 cited
  • 1993Market Integration and Price Execution for NYSE-Listed Securities246 cited
  • 2004The information content of the limit order book: evidence from NYSE specialist trading decisions177 cited
  • 1994Trading Mechanisms and the Components of the Bid-Ask Spread177 cited
  • 1996Estimating the profits from trading strategies138 cited
  • 1992Dual Trading in Futures Markets

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

130 cited
  • 1994Electronic Trading, Market Structure and Liquidity113 cited
  • Cited by

    • 2003Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market40 cited
    • 2005THE IMPACT OF MARKET MAKER CONCENTRATION ON ADVERSE‐SELECTION COSTS FOR NASDAQ STOCKS32 cited
    • 2005Reputation-based pricing and price improvements29 cited