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Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules
2 references·16 citing·54 second hopsampled
Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules (1996)Transparency and Liquidity: A Study of Bl…In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets (1997)In Search of Liquidity: Block…The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (1996)The Upstairs Market for Large…The Effects of Mandatory Transparency in Financial Market Design: Evidence from the Corporate Bond Market (2013)The Effects of Mandatory Tran…Informed trading around acquisitions: Evidence from corporate bonds (2013)Informed trading around acqui…Sell-order liquidity and the cross-section of expected stock returns (2012)Sell-order liquidity and the …Opening the Black Boxes of Global Finance (2010)Opening the Black Boxes of Gl…Corporate dynamic transparency: the new ICT-driven ethics? (2009)Corporate dynamic transparenc…Transparency and the Corporate Bond Market (2008)Transparency and the Corporat…Pre-trade transparency and market quality (2007)Pre-trade transparency and ma…Information Technology and Pricing Decisions: Price Adjustments in Online Computer Markets1 (2006)Information Technology and Pr…Transparency and Liquidity: A Controlled Experiment on Corporate Bonds (2005)Transparency and Liquidity: A…Institutional Investors and the Informational Efficiency of Prices (2005)Institutional Investors and t…Measuring stock illiquidity: An investigation of the demand and supply schedules at the TASE (2004)Measuring stock illiquidity: …Does an electronic stock exchange need an upstairs market? (2004)Does an electronic stock exch…Anonymity, Adverse Selection, and the Sorting of Interdealer Trades (2004)Anonymity, Adverse Selection,…Trading activity and stock price volatility: evidence from the London Stock Exchange (2003)Trading activity and stock pr…Do dealer firms manage inventory on a stock-by-stock or a portfolio basis? (2003)Do dealer firms manage invent…Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects (2001)Upstairs Market for Principal…A theory of justice original editionThe Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)“Implicit” and “Explicit” CSR: A Conceptual Framework for a Comparative Understanding of Corporate Social Responsibility (2008)Determining Factors in Online Transparency of NGOs: A Spanish Case Study (2011)Four reference models for transparency requirements in information systems (2017)Air pollution and environmental information disclosure: An empirical study based on heavy polluting industries (2020)Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes (1994)Corporate Bond Market Transaction Costs and Transparency (2007)Corporate Yield Spreads and Bond Liquidity (2007)Hedging credit: Equity liquidity matters (2008)Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs (2017)Is Post-Crisis Bond Liquidity Lower? (2017)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Empirical cross-sectional asset pricing: a survey (2011). . . and the Cross-Section of Expected Returns (2014)The Empirical Analysis of Liquidity (2014)The Pricing of Options and Corporate Liabilities (1973)How To Do Things With Words (1975)The consequences of modernity (1990)The Performativity of Potential Output: Pro-Cyclicality and Path Dependency in Coordinating European Fiscal Policies (2016)What is an algorithm? 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(1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing (2006)Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance (2013)Investor Attention, Institutional Ownership, and Stock Return: Empirical Evidence from China (2015)Inferring Trade Direction from Intraday Data (1991)A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks (1997)Automation, speed, and stock market quality: The NYSE's Hybrid (2011)Do Dark Pools Harm Price Discovery? (2013)Estimating the components of the bid/ask spread (1988)The Behavior of Stock Prices Around Institutional Trades (1995)Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997)Are Momentum Profits Robust to Trading Costs? (2004)Pricing the commonality across alternative measures of liquidity (2007)Market Transparency: Who Wins and Who Loses? (1999)Measuring Treasury Market Liquidity (2001)Lifting the Veil: An Analysis of Pre‐trade Transparency at the NYSE (2005)The effect of change-in-control covenants on takeovers: Evidence from leveraged buyouts (2009)Related Securities and Equity Market Quality: The Case of CDS (2015)Limited-dependent and qualitative variables in econometrics (1983)Automation versus Intermediation: Evidence from Treasuries Going Off the Run (2006)The Value of the Designated Market Maker (2007)Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds (2019)
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References

  • 1996The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects601 cited
  • 1997In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets318 cited

Cited by

  • 2004Does an electronic stock exchange need an upstairs market?162 cited
  • 2012Sell-order liquidity and the cross-section of expected stock returns151 cited
  • 2009Corporate dynamic transparency: the new ICT-driven ethics?131 cited
  • 2005Transparency and Liquidity: A Controlled Experiment on Corporate Bonds108 cited
  • 2001Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects103 cited
  • 2005Institutional Investors and the Informational Efficiency of Prices101 cited
  • 2010Opening the Black Boxes of Global Finance98 cited
  • 2008Transparency and the Corporate Bond Market94 cited
  • 2003Trading activity and stock price volatility: evidence from the London Stock Exchange84 cited
  • 2013Informed trading around acquisitions: Evidence from corporate bonds84 cited
  • 2003Do dealer firms manage inventory on a stock-by-stock or a portfolio basis?83 cited
  • 2006Information Technology and Pricing Decisions: Price Adjustments in Online Computer Markets182 cited

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  • 2004Anonymity, Adverse Selection, and the Sorting of Interdealer Trades82 cited
  • 2007Pre-trade transparency and market quality79 cited
  • 2013The Effects of Mandatory Transparency in Financial Market Design: Evidence from the Corporate Bond Market79 cited
  • 2004Measuring stock illiquidity: An investigation of the demand and supply schedules at the TASE77 cited