1. Strategic trading with risk aversion and information flow. (2019). Thompson, Rex ; Sastry, Ravi.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:44:y:2019:i:c:p:1-16.

   Full description at Econpapers || Download paper

2. Volume, Volatility, and Public News Announcements. (2018). Bollerslev, Tim ; Xue, Yuan ; Li, Jia.
   In: The Review of Economic Studies.
   RePEc:oup:restud:v:85:y:2018:i:4:p:2005-2041..

   Full description at Econpapers || Download paper

1. A. Kurov, A. Sancetta, G. Strasser, and M. H. Wolfe. Price drift before us macroeconomic news: private information about public announcements? 2016.

2. A. Madhavan and S. Smidt. A bayesian model of intraday specialist pricing. Journal of Financial Economics, 30(1):99–134, 1991.

3. A. P. Kyle. Continuous Auctions and Insider Trading. Econometrica, 53(6):1315–1335, 1985.

4. A. Ranaldo. Intraday market dynamics around public information arrivals. In EFMA 2002 London Meeting, Forthcoming, 2005.

5. B. Ke and S. Ramalingegowda. Do institutional investors exploit the post-earnings announcement drift? Journal of Accounting and Economics, 39(1):25–53, 2005.

6. B. M. Barber and D. Loeffler. The dartboard column: Second-hand information and price pressure. Journal of Financial and Quantitative Analysis, 28(02):273–284, 1993.

7. C. M. Lee, B. Mucklow, and M. J. Ready. Spreads, depths, and the impact of earnings information: An intraday analysis. Review of Financial Studies, 6(2):345–374, 1993.

8. C. Vega. Stock price reaction to public and private information. Journal of Financial Economics, 82(1):103–133, 2006.

9. C. W. Holden and A. Subrahmanyam. Risk aversion, imperfect competition, and longlived information. Economics Letters, 44(1-2):181–190, 1994.

10. C. W. Holden and S. Jacobsen. Liquidity measurement problems in fast, competitive markets: expensive and cheap solutions. The Journal of Finance, 69(4):1747–1785, 2014.

11. D. A. Hirshleifer, J. N. Myers, L. A. Myers, and S. H. Teoh. Do individual investors cause post-earnings announcement drift? direct evidence from personal trades. The Accounting Review, 83(6):1521–1550, 2008. T. Ho and H. R. Stoll. Optimal dealer pricing under transactions and return uncertainty.
    Paper not yet in RePEc: Add citation now
    

12. D. Easley and M. O’Hara. Price, trade size, and information in securities markets. Journal of Financial Economics, 19(1):69–90, 1987. D. Easley, N. M. Kiefer, and M. O’Hara. One day in the life of a very common stock.

13. D. Hess, H. Huang, and A. Niessen. How do commodity futures respond to macroeconomic news? Financial Markets and Portfolio Management, 22(2):127–146, 2008.

14. E. F. Fama. Efficient capital markets: A review of theory and empirical work. The journal of Finance, 25(2):383–417, 1970.

15. G. Bernile, J. Hu, and Y. Tang. Can information be locked up? informed trading ahead of macro-news announcements. Journal of Financial Economics, 2016.

16. G. Foster, C. Olsen, and T. Shevlin. Earnings releases, anomalies, and the behavior of security returns. Accounting Review, pages 574–603, 1984.
    Paper not yet in RePEc: Add citation now
    
17. J. Begley and P. E. Fischer. Is there information in an earnings announcement delay? Review of Accounting Studies, 3(4):347–363, 1998.
    Paper not yet in RePEc: Add citation now
    

18. J. Chae. Trading volume, information asymmetry, and timing information. The Journal of Finance, 60(1):413–442, 2005. W. S. Chan. Stock price reaction to news and no-news: drift and reversal after headlines.

19. J. H. Boyd, J. Hu, and R. Jagannathan. The stock market’s reaction to unemployment news: Why bad news is usually good for stocks. The Journal of Finance, 60(2):649–672, 2005.

20. J. R. Nofsinger. The impact of public information on investors. Journal of Banking & Finance, 25(7):1339–1366, 2001.

21. J. Y. Campbell, T. Ramadorai, and A. Schwartz. Caught on tape: Institutional trading, stock returns, and earnings announcements. Journal of Financial Economics, 92(1): 66–91, 2009.

22. Journal of Accounting and Economics, 17(1-2):41–67, 1994. O. Kim and R. E. Verrecchia. Pre-announcement and event-period private information.
    Paper not yet in RePEc: Add citation now
    

23. L. H. Ederington and J. H. Lee. How markets process information: News releases and volatility. The Journal of Finance, 48(4):1161–1191, 1993. J. Elder, H. Miao, and S. Ramchander. Impact of macroeconomic news on metal futures.

24. L. R. Glosten and P. R. Milgrom. Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics, 14(1):71–100, 1985.

25. M. J. Fleming and E. M. Remolona. Price formation and liquidity in the us treasury market: The response to public information. The Journal of Finance, 54(5):1901–1915, 1999.

26. M. O’Hara. Market microstructure theory, volume 108. Blackwell Cambridge, MA, 1995. P. Pasquariello and C. Vega. Informed and strategic order flow in the bond markets.
    Paper not yet in RePEc: Add citation now
    
27. O. Kim and R. E. Verrecchia. Market reaction to anticipated announcements. Journal of Financial Economics, 30(2):273–309, 1991. O. Kim and R. E. Verrecchia. Market liquidity and volume around earnings announcements.
    Paper not yet in RePEc: Add citation now
    

28. P. C. Tetlock. Does public financial news resolve asymmetric information? Review of Financial Studies, 23(9):3520–3557, 2010.

29. P. C. Tetlock. Giving content to investor sentiment: The role of media in the stock market. The Journal of Finance, 62(3):1139–1168, 2007.

30. P. Liu, S. D. Smith, and A. A. Syed. Stock price reactions to the wall street journal’s securities recommendations. Journal of Financial and Quantitative Analysis, 25(03): 399–410, 1990.

31. P. Savor and M. Wilson. Earnings announcements and systematic risk. The Journal of Finance, 71(1):83–138, 2016. S. N. Soroka. Good news and bad news: Asymmetric responses to economic information.

32. R. Ball and P. Brown. An empirical evaluation of accounting income numbers. Journal of Accounting Research, pages 159–178, 1968.

33. R. Kaniel, S. Liu, G. Saar, and S. Titman. Individual investor trading and return patterns around earnings announcements. The Journal of Finance, 67(2):639–680, 2012.

34. R. Michaely, A. Rubin, and A. Vedrashko. Further evidence on the strategic timing of earnings news: Joint analysis of weekdays and times of day. Journal of Accounting and Economics, 62(1):24 – 45, 2016.

35. R. Riordan, A. Storkenmaier, M. Wagener, and S. S. Zhang. Public information arrival: Price discovery and liquidity in electronic limit order markets. Journal of Banking & Finance, 37(4):1148–1159, 2013.

36. R. S. Koijen. The cross-section of managerial ability, incentives, and risk preferences. The Journal of Finance, 69(3):1051–1098, 2014. I. Krinsky and J. Lee. Earnings announcements and the components of the bid-ask spread.

37. S. A. Corwin and P. Schultz. A simple way to estimate bid-ask spreads from daily high and low prices. The Journal of Finance, 67(2):719–760, 2012.

38. S. Akhtar, R. Faff, B. Oliver, and A. Subrahmanyam. The power of bad: The negativity bias in australian consumer sentiment announcements on stock returns. Journal of Banking & Finance, 35(5):1239–1249, 2011.

39. S. Brown, S. A. Hillegeist, and K. Lo. The effect of earnings surprises on information asymmetry. Journal of Accounting and Economics, 47(3):208–225, 2009.

40. S. K. Roache and M. Rossi. The effects of economic news on commodity prices. The Quarterly Review of Economics and Finance, 50(3):377–385, 2010.

41. T. C. Green. Economic news and the impact of trading on bond prices. The Journal of Finance, 59(3):1201–1233, 2004.

42. T. D. Berry and K. M. Howe. Public information arrival. The Journal of Finance, 49(4): 1331–1346, 1994.

43. T. Hendershott and A. J. Menkveld. Price pressures. Journal of Financial Economics, 114(3):405–423, 2014.
    Paper not yet in RePEc: Add citation now
    

44. V. L. Bernard and J. K. Thomas. Evidence that stock prices do not fully reflect the implications of current earnings for future earnings. Journal of Accounting and Economics, 13(4):305–340, 1990.

45. V. L. Bernard and J. K. Thomas. Post-earnings-announcement drift: delayed price response or risk premium? Journal of Accounting Research, pages 1–36, 1989.

46. W. Antweiler and M. Z. Frank. Is all that talk just noise the information content of internet stock message boards. The Journal of Finance, 59(3):1259–1294, 2004.

47. W. H. Beaver. The information content of annual earnings announcements. Journal of Accounting Research, pages 67–92, 1968.

48. W. Kross and D. A. Schroeder. An empirical investigation of the effect of quarterly earnings announcement timing on stock returns. Journal of Accounting Research, 22 (1):153–176, 1984.

1. Committee Decision-Making under the Threat of Leaks. (2020). Hahn, Volker ; Fehrler, Sebastian.
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp13746.

   Full description at Econpapers || Download paper

2. Liquidity commonality and high frequency trading: Evidence from the French stock market. (2020). Fontaine, Patrice ; Anagnostidis, Panagiotis.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:69:y:2020:i:c:s1057521919305320.

   Full description at Econpapers || Download paper

3. Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes. (2019). Apergis, Nicholas ; Pragidis, Ioannis.
   In: International Advances in Economic Research.
   RePEc:kap:iaecre:v:25:y:2019:i:1:d:10.1007_s11294-019-09721-y.

   Full description at Econpapers || Download paper

4. Market structure or traders behavior? A multi agent model to assess flash crash phenomena and their regulation. (2019). Oriol, Nathalie ; Veryzhenko, Iryna.
   In: Post-Print.
   RePEc:hal:journl:halshs-01984442.

   Full description at Econpapers || Download paper

5. Information in Yield Spread Trades. (2019). Park, Yang-Ho.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2019-25.

   Full description at Econpapers || Download paper

6. Volume, Volatility, and Public News Announcements. (2018). Bollerslev, Tim ; Xue, Yuan ; Li, Jia.
   In: The Review of Economic Studies.
   RePEc:oup:restud:v:85:y:2018:i:4:p:2005-2041..

   Full description at Econpapers || Download paper

7. Impact of the Brexit vote announcement on long-run market performance. (2018). Willinger, Marc ; Bousselmi, Wael ; Sentis, Patrick.
   In: CEE-M Working Papers.
   RePEc:hal:wpceem:hal-01954920.

   Full description at Econpapers || Download paper

8. Impact of the Brexit vote announcement on long-run market performance. (2018). Willinger, Marc ; Bousselmi, Wael ; Sentis, Patrick.
   In: Working Papers.
   RePEc:hal:wpaper:hal-01954920.

   Full description at Econpapers || Download paper

9. Monetary policy uncertainty and the market reaction to macroeconomic news. (2018). Kurov, Alexander ; Stan, Raluca.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:86:y:2018:i:c:p:127-142.

   Full description at Econpapers || Download paper

10. Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Moravcova, Michala ; Kočenda, Evžen ; Koenda, Even.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

    Full description at Econpapers || Download paper

11. Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Moravcova, Michala ; Kočenda, Evžen.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7239.

    Full description at Econpapers || Download paper

12. Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?. (2017). Strasser, Georg ; Scotti, Chiara ; Gilbert, Thomas ; Vega, Clara.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:92:y:2017:i:c:p:78-95.

    Full description at Econpapers || Download paper

13. Macroeconomic announcements and price discovery in the foreign exchange market. (2017). Gau, Yin-Feng ; Wu, Zhen-Xing.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:79:y:2017:i:c:p:232-254.

    Full description at Econpapers || Download paper

14. Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2018_1714.

    Full description at Econpapers || Download paper

15. Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report. (2017). Crego, Julio A.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2017_1714.

    Full description at Econpapers || Download paper

16. Is the intrinsic value of macroeconomic news announcements related to their asset price impact?. (2016). Strasser, Georg ; Scotti, Chiara ; Gilbert, Thomas ; Vega, Clara.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161882.

    Full description at Econpapers || Download paper

17. Equilibrium price of immediacy and infrequent trade. (2013). luciano, elisa.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:221.

    Full description at Econpapers || Download paper

18. Participation strategy of the NYSE specialists to the posted quotes. (2010). Köksal, Bülent ; Koksal, Bulent .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:21:y:2010:i:3:p:314-331.

    Full description at Econpapers || Download paper

19. Financial intermediation and the role of price discrimination in a two-tier market. (2009). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus A..
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7582.

    Full description at Econpapers || Download paper

20. How useful are signals? A micro-structure analysis. (2009). ONeill, Michele ; Swisher, Judith.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:33:y:2009:i:1:p:60-70.

    Full description at Econpapers || Download paper

21. Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market. (2009). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus.
    In: MPRA Paper.
    RePEc:pra:mprapa:15602.

    Full description at Econpapers || Download paper

22. Noise-trader risk and Bayesian market making in FX derivatives: rolling loaded dice?. (2009). Ulibarri, Carlos ; Anselmo, Peter C. ; Hovespian, Karen ; Tolk, Jacob ; Florescu, Ionut.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:3:p:268-279.

    Full description at Econpapers || Download paper

23. Credit Risk Management. (2008). Fantazzini, Dean.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0025.

    Full description at Econpapers || Download paper

24. Money: A Market Microstructure Approach. (2008). Krueger, Malte.
    In: MPRA Paper.
    RePEc:pra:mprapa:18416.

    Full description at Econpapers || Download paper

25. Noise trader risk and Bayesian market making in FX derivatives: rolling loaded dice?. (2008). Ulibarri, Carlos ; Anselmo, Peter ; Hovsepian, Karen ; Tolk, Jacob ; Florescu, Ionut.
    In: MPRA Paper.
    RePEc:pra:mprapa:14814.

    Full description at Econpapers || Download paper

26. A functional approach to the price impact of stock trades and the implied true price. (2008). Huang, Roger D. ; Ting, Christopher.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:1:p:1-16.

    Full description at Econpapers || Download paper

27. End-user order flow and exchange rate dynamics. (2007). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5559.

    Full description at Econpapers || Download paper

28. Whose trades convey information? Evidence from a cross-section of traders. (2007). Schmeling, Maik ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-357.

    Full description at Econpapers || Download paper

29. An empirical analysis of specialist trading behavior at the New York Stock Exchange. (2006). Benediktsdottir, Sigridur.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:876.

    Full description at Econpapers || Download paper

30. MODELOS DE ESTIMACION DE LA PROBABILIDAD DE NEGOCIACION INFORMADA: UNA COMPARACION METODOLOGICA EN EL MERCADO ESPAÑOL. (2005). Abad, David ; Rubia, Antonio.
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2005-12.

    Full description at Econpapers || Download paper

31. Price limit performance: evidence from transactions data and the limit order book. (2005). Kim, Kenneth ; Chan, Soon Huat ; Rhee, Ghon S..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:2:p:269-290.

    Full description at Econpapers || Download paper

32. A Puzzle of Microstructure Market Maker Models. (2004). Romeu, Rafael.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/006.

    Full description at Econpapers || Download paper

33. Ownership Structure and Stock Market Liquidity. (2004). Næs, Randi ; Nas, Randi .
    In: Working Paper.
    RePEc:bno:worpap:2004_06.

    Full description at Econpapers || Download paper

34. Kurseinfluss mittlerer und großer Transaktionen am deutschen Aktienmarkt. (2003). Hacker, Mirko ; Oehler, Andreas.
    In: Discussion Papers.
    RePEc:zbw:bamfin:20.

    Full description at Econpapers || Download paper

35. An Intraday Pricing Model of Foreign Exchange Markets. (2003). Romeu, Rafael.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/115.

    Full description at Econpapers || Download paper

36. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0017.

    Full description at Econpapers || Download paper

37. Inventory Information. (2003). Evans, Martin ; Cao, Huining ; Martin D. D. Evans, H. Henry Cao, Richard K. Lyons, .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~03-03-33.

    Full description at Econpapers || Download paper

38. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
    In: Working Paper.
    RePEc:bno:worpap:2003_10.

    Full description at Econpapers || Download paper

39. Stealth-Trading: Which Traders Trades Move Stock Prices?. (2002). Chakravarty, Sugato.
    In: Finance.
    RePEc:wpa:wuwpfi:0201003.

    Full description at Econpapers || Download paper

40. Estimating the price elasticity of demand in the London stock market. (2002). Wright, Robert ; Levin, Eric J..
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:2:p:222-237.

    Full description at Econpapers || Download paper

41. The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ. (2002). Gravelle, Toni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-9.

    Full description at Econpapers || Download paper

42. A Market Microstructure Analysis of Foreign Exchange Intervention in Canada. (2002). D'Souza, Chris.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-16.

    Full description at Econpapers || Download paper

43. Customer trading and information in foreign exchange markets. (2000). Rime, Dagfinn ; Bjonnes, H..
    In: Memorandum.
    RePEc:hhs:osloec:2000_030.

    Full description at Econpapers || Download paper

44. FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets. (2000). Rime, Dagfinn ; Bjonnes, H..
    In: Memorandum.
    RePEc:hhs:osloec:2000_029.

    Full description at Econpapers || Download paper

45. Market Microstructure and Asset Pricing: A Survey. (1999). HEIDLE, HANS GERHARD.
    In: Discussion Papers.
    RePEc:rif:dpaper:691.

    Full description at Econpapers || Download paper

46. The total cost of trading Belgian shares: Brussels versus London. (1999). Degryse, Hans.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:9:p:1331-1355.

    Full description at Econpapers || Download paper

47. Trading volumes and transaction costs in the foreign exchange market: Evidence from daily dollar-yen spot data. (1999). Hartmann, Philipp.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:5:p:801-824.

    Full description at Econpapers || Download paper

48. Price formation and transparency on the London Stock Exchange. (1999). Trebeschi, Giorgio ; Saporta, Victoria ; Vila, Anne.
    In: Bank of England working papers.
    RePEc:boe:boeewp:95.

    Full description at Econpapers || Download paper

49. Market depth and order size: an analysis of permanent price effects of DAX futures trades. (1998). Korn, Olaf ; Kempf, Alexander.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5183.

    Full description at Econpapers || Download paper

50. Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?.. (1998). Liu, Hong ; Kaniel, Ron.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:16-98.

    Full description at Econpapers || Download paper

51. Common Factors in Prices, Order Flows and Liquidity. (1998). Hasbrouck, Joel ; Seppi, Duane J..
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-011.

    Full description at Econpapers || Download paper

52. Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan.
    In: Research Paper.
    RePEc:fip:fednrp:9814.

    Full description at Econpapers || Download paper

53. Is There Private Information in the FX Market? The Tokyo Experiment. (1997). Melvin, Michael ; Lyons, Richard ; Ito, Takatoshi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5936.

    Full description at Econpapers || Download paper

54. Estimating the adverse selection cost in markets with multiple informed traders. (1997). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan.
    In: Research Paper.
    RePEc:fip:fednrp:9713.

    Full description at Econpapers || Download paper

55. Is there private information in the FX market? the Tokyo experiment. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
    In: Pacific Basin Working Paper Series.
    RePEc:fip:fedfpb:97-04.

    Full description at Econpapers || Download paper

56. Limit orders and ex-dividend day return distributions. (1997). Dubofsky, David.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:4:y:1997:i:1:p:47-65.

    Full description at Econpapers || Download paper

57. Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements. (1996). Remolona, Eli ; Fleming, Michael.
    In: Research Paper.
    RePEc:fip:fednrp:9633.

    Full description at Econpapers || Download paper

58. Testing for micro-structure effects of international dual listings using intraday data. (1996). Sarin, Atulya ; Saudagaran, Shahrokh M. ; Noronha, Gregory M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:6:p:965-983.

    Full description at Econpapers || Download paper

59. Price effects of trading and components of the bid-ask spread on the Paris Bourse. (1996). Nijman, Theo ; de Jong, Frank ; Roell, Ailsa.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:3:y:1996:i:2:p:193-213.

    Full description at Econpapers || Download paper

60. Foreign Exchange Volume: Sound and Fury Signifying Nothing?. (1995). Lyons, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4984.

    Full description at Econpapers || Download paper

61. One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System. (1995). Payne, Richard ; Ito, Takatoshi ; Goodhart, Charles.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0179.

    Full description at Econpapers || Download paper

62. A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International. (1995). Nijman, Theo ; de Jong, Frank ; Roell, Ailsa.
    In: European Economic Review.
    RePEc:eee:eecrev:v:39:y:1995:i:7:p:1277-1301.

    Full description at Econpapers || Download paper

63. An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse.. (1995). Biais, Bruno ; Hillion, Pierre ; Spatt, Chester.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:50:y:1995:i:5:p:1655-89.

    Full description at Econpapers || Download paper

64. Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange. (1994). Reiss, Peter C. ; Werner, Ingrid M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4727.

    Full description at Econpapers || Download paper

65. Tests of Microstructural Hypotheses in the Foreign Exchange Market. (1993). Lyons, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4471.

    Full description at Econpapers || Download paper

66. An Ordered Probit Analysis of Transaction Stock Prices. (1991). Lo, Andrew ; Hausman, Jerry ; MacKinlay, Craig A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3888.

    Full description at Econpapers || Download paper

67. Too much cocited documents. This list is not complete

Report date: 2025-09-19 06:33:19 || Missing content? Let us know