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57. Information, speed vs. cost trade-offs, and order routing decisions in U.S. equity markets. (2011). wu, fei ; Garvey, Ryan.
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58. Sunshine trading: Flashes of trading intent at the NASDAQ. (2011). Sojli, Elvira ; Skjeltorp, Johannes ; Tham, Wing Wah.
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59. Hidden Limit Orders and Liquidity in Order Driven Markets. (2010). Moinas, Sophie.
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60. Does the Open Limit Order Book Matter in Explaining Informational Volatility?. (2010). Veredas, David ; PASCUAL, ROBERTO.
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61. Hidden Limit Orders and Liquidity in Order Driven Markets. (2010). Moinas, Sophie.
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62. Limit-order submission strategies under asymmetric information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
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63. Limit-Order Submission Strategies under Asymmetric Information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas.
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64. Investor behaviour in response to Australia’s capital gains tax. (2010). Sherry, Sam ; Brown, Philip ; Ferguson, Andrew.
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65. What pieces of limit order book information matter in explaining order choice by patient and impatient traders?. (2009). Veredas, David ; PASCUAL, ROBERTO.
    In: Quantitative Finance.
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66. Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange. (2009). Wong, Woon ; Chang, Matthew C. ; Tu, Anthony H..
    In: Pacific-Basin Finance Journal.
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67. Informed trading and liquidity in the Shanghai Stock Exchange. (2009). Wong, Woon ; Tian, Yixiang ; Tan, Dijun .
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68. Asymmetric information in the interbank foreign exchange market. (2009). Rime, Dagfinn ; Osler, Carol ; Bjønnes, Geir ; Bjonnes, Geir H..
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69. Source of Information-Driven Trading on the Prague Stock Exchange. (2008). Kopriva, Frantisek.
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70. Does the open limit order book matter in explaining long run volatility ?. (2006). Veredas, David ; PASCUAL, ROBERTO.
    In: LIDAM Discussion Papers CORE.
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71. Too much cocited documents. This list is not complete

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