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Bid-Ask Price Competition with Asymmetric Information between Market-Makers
16 references·0 citing·40 second hop
Bid-Ask Price Competition with Asymmetric Information between Market-Makers (2006)Bid-Ask Price Competition with Asymmetric…The Quality of ECN and Nasdaq Market Maker Quotes (2002)The Quality of ECN and Nasdaq…The Microstructure Approach to Exchange Rates (2001)The Microstructure Approach t…Public Disclosure and Dissimulation of Insider Trades (2001)Public Disclosure and Dissimu…Is There Private Information in the FX Market? The Tokyo Experiment (1998)Is There Private Information …A simultaneous trade model of the foreign exchange hot potato (1997)A simultaneous trade model of…Strategic Trading When Agents Forecast the Forecasts of Others (1996)Strategic Trading When Agents…Earnings Announcements and the Components of the Bid-Ask Spread (1996)Earnings Announcements and th…Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets (1993)Price Formation and Equilibri…Long-Lived Private Information and Imperfect Competition (1992)Long-Lived Private Informatio…Discontinuous Games and Endogenous Sharing Rules (1990)Discontinuous Games and Endog…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Competitive bidding and proprietary information (1983)Competitive bidding and propr…Strategic Information Transmission (1982)Strategic Information Transmi…PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE (1972)PRICE IMPACTS OF BLOCK TRADIN…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Investment analysis and price formation in securities markets (1995)Presidential Address: Liquidity and Price Discovery (2003)Institutional Investors and the Informational Efficiency of Prices (2009)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)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)A Theory of Intraday Patterns: Volume and Price Variability (1988)Differences of Opinion Make a Horse Race (1993)Differential Information and Dynamic Behavior of Stock Trading Volume (1995)Asset Pricing under Asymmetric Information (2001)Stock price reaction to public and private information (2006)The Behavior of Stock-Market Prices (1965)Institutional trades and intraday stock price behavior (1993)The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (1996)Presidential Address: Friction (2000)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)The Theory of Industrial Organization (1988)Auctioning divisible goods (2002)Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets (2011)The value of trading relations in turbulent times (2017)Information Effects on the Bid-Ask Spread (1983)Market evidence on the opaqueness of banking firms’ assets (2003)When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions (2010)The 2007–2009 financial crisis and bank opaqueness (2012)The Strategy of Conflict (1960)Job Market Signaling (1973)Signaling Games and Stable Equilibria (1987)Herd Behavior and Investment (1988)Domestic Political Audiences and the Escalation of International Disputes (1994)Order Flow and Exchange Rate Dynamics (1999)Market microstructure: A survey (2000)Common Risk Factors in Currency Markets (2011)Noise Trader Risk in Financial Markets (1990)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1982Strategic Information Transmission4,289 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 1992Long-Lived Private Information and Imperfect Competition802 cited
  • 1972PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE671 cited
  • 1996Strategic Trading When Agents Forecast the Forecasts of Others507 cited
  • 1996Earnings Announcements and the Components of the Bid-Ask Spread388 cited
  • 1993Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets358 cited
  • 1983Competitive bidding and proprietary information311 cited
  • 1990Discontinuous Games and Endogenous Sharing Rules307 cited
  • 2001Public Disclosure and Dissimulation of Insider Trades303 cited
  • 2002The Quality of ECN and Nasdaq Market Maker Quotes286 cited
  • 1997A simultaneous trade model of the foreign exchange hot potato280 cited

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1998
Is There Private Information in the FX Market? The Tokyo Experiment
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