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1. The Role of Pre-Opening Mechanisms in Fragmented Markets. (2018). Moinas, Sophie ; Boussetta, Selma ; Lescourret, Laurance.
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2. The components of the bid€ ask spread: Evidence from the corn futures market. (2018). Garcia, Philip ; Mallory, Mindy ; Shang, Quanbiao.
   In: Agricultural Economics.
   RePEc:bla:agecon:v:49:y:2018:i:3:p:381-393.

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3. Dark pool trading strategies, market quality and welfare. (2017). Buti, Sabrina ; Werner, Ingrid M ; Rindi, Barbara.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:124:y:2017:i:2:p:244-265.

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4. Liquidity, resiliency and market quality around predictable trades: Theory and evidence. (2016). Bessembinder, Hendrik ; Venkataraman, Kumar ; Carrion, Allen.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:121:y:2016:i:1:p:142-166.

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5. The price impact of futures trades and their intraday seasonality. (2016). Webb, Robert I ; Han, Joongho ; Ryu, Doowon.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:26:y:2016:i:c:p:80-98.

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6. Biased Shorts: Stock Market Implications of Short Sellers’ Disposition Effect. (2015). Massa, Massimo ; von Beschwitz, Bastian.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10535.

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7. Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?. (2014). Horst, Ulrich ; Hautsch, Nikolaus ; Cebiroglu, Gokhan.
   In: CFS Working Paper Series.
   RePEc:zbw:cfswop:468.

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8. Workup. (2014). Pancs, Romans.
   In: Review of Economic Design.
   RePEc:spr:reecde:v:18:y:2014:i:1:p:37-71.

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9. Trading anonymity and order anticipation. (2014). Payne, Richard ; Friederich, Sylvain.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:21:y:2014:i:c:p:1-24.

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10. Market transparency, market quality, and sunshine trading. (2014). Manzano, Carolina ; de Frutos, angeles M..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:17:y:2014:i:c:p:174-198.

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11. Energy futures prices and commodity index investment: New evidence from firm-level position data. (2014). Irwin, Scott ; Sanders, Dwight R..
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:s1:p:s57-s68.

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12. Market Liquidity€”Theory and Empirical Evidence *. (2013). Wang, Jiang ; Vayanos, Dimitri.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1289-1361.

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13. The effect of a closing call auction on market quality and trading strategies. (2012). Rindi, Barbara ; Kandel, Eugene ; Bosetti, Luisella.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:21:y:2012:i:1:p:23-49.

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14. Order revelation at market openings. (2012). Chakraborty, Archishman ; Schwartz, Robert A. ; Pagano, Michael S..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:127-150.

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15. The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051). (2011). van Kervel, Vincent ; de Jong, Frank ; Degryse, Hans ; de Jong, F. C. J. M., .
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16. The index premium and its hidden cost for index funds. (2011). Petajisto, Antti.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:271-288.

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17. Sunshine trading: Flashes of trading intent at the NASDAQ. (2011). Sojli, Elvira ; Skjeltorp, Johannes ; Tham, Wing Wah.
    In: Working Paper.
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18. Information provision in financial markets. (2010). Bennouri, Moez.
    In: Annals of Finance.
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19. Information provision in financial markets. (2010). Clark, Robert ; Bennouri, Moez ; Robert, Jacques.
    In: Post-Print.
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20. Competition between financial markets in Europe: what can be expected from MiFID?. (2009). Degryse, Hans.
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21. TRADER EXPLOITATION OF ORDER FLOW INFORMATION DURING THE LTCM CRISIS. (2009). Cai, Fang.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:32:y:2009:i:3:p:261-284.

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22. What determines transaction costs in foreign exchange markets?. (2008). Ramadorai, Tarun.
    In: International Journal of Finance & Economics.
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23. Strategic noise traders and liquidity pressure with a physically deliverable futures contract. (2006). Capuano, Christian.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:15:y:2006:i:1:p:1-14.

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24. The effects of insider trading on liquidity. (2006). Rui, Oliver ; Leung, T. Y. ; Firth, Michael ; Cheng, Louis.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:14:y:2006:i:5:p:467-483.

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25. An information-based trade off between foreign direct investment and foreign portfolio investment. (2006). Razin, Assaf ; Goldstein, Itay.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:70:y:2006:i:1:p:271-295.

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26. The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange. (2006). Angelidis, Timotheos ; Benos, Alexandros.
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27. Persistence, Performance and Prices in Foreign Exchange Markets. (2006). Ramadorai, Tarun.
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28. An Information-Based Trade Off between Foreign Direct Investment and Foreign Portfolio Investment. (2005). Razin, Assaf ; Goldstein, Itay.
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29. Foreign Direct Investment vs. Foreiegn Portfolio Investment. (2005). Razin, Assaf ; Goldstein, Itay.
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30. Informational asymmetries and a multiplier effect on price correlation and trading. (2005). Pinheiro, Marcelo.
    In: Annals of Finance.
    RePEc:kap:annfin:v:1:y:2005:i:4:p:395-421.

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31. Large investors: implications for equilibrium asset, returns, shock absorption, and liquidity. (2005). Pritsker, Matthew.
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32. Repurchasing Shares on a Second Trading Line. (2005). Perignon, Christophe ; Isakov, Dusan ; Chung, Dennis Y..
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33. Economic News and the Impact of Trading on Bond Prices. (2004). Green, Clifton T..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:59:y:2004:i:3:p:1201-1234.

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34. An Information-Based Trade Off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency, and Welfare. (2003). Razin, Assaf ; Goldstein, Itay.
    In: NBER Working Papers.
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35. Was there front running during the LTCM crisis. (2003). Cai, Fang.
    In: International Finance Discussion Papers.
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36. An Information-Based Trade-off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency and Welfare. (2003). Razin, Assaf ; Goldstein, Itay.
    In: CEPR Discussion Papers.
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37. The Traditional Brokers: What are their Chances in the Forex?. (2003). Albuquerque, Paula.
    In: Journal of Applied Economics.
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38. Short-term investment and equilibrium multiplicity. (2002). Cespa, Giovanni.
    In: Economics Working Papers.
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39. The Effect of the Transparency of Order Flows in a Dealer Market with Several Securities. (2002). Manzano, Carolina.
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40. Intraday trade in dealership markets. (2002). Bernhardt, Dan ; Hughson, Eric.
    In: European Economic Review.
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41. Short-term investment and equilibrium multiplicity. (2002). Cespa, Giovanni.
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42. The use of undisclosed limit orders on the Australian Stock Exchange. (2001). berkman, henk ; Aitken, Michael ; Mak, Derek.
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43. Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets. (2001). Theissen, Erik ; Grammig, Joachim ; Schiereck, Dirk.
    In: Journal of Financial Markets.
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44. Indicating Ahead: Best Execution and the NASDAQ Preopening. (2000). Hatheway, Frank M. ; Ciccotello, Conrad S..
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45. Market microstructure: A survey. (2000). Madhavan, Ananth.
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46. Trader Anonymity, Price Formation and Liquidity. (2000). THIESSEN, Eric.
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47. The no-arbitrage condition and financial markets with transaction costs and heterogeneous information: The bid-ask spread. (1999). Ardalan, Kavous.
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48. Asymmetries of information in centralized order-driven markets. (1999). Calcagno, Riccardo ; Boccard, Nicolas.
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49. Integration versus segmentation in a dealer market. (1999). Manzano, Carolina.
    In: DEE - Working Papers. Business Economics. WB.
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50. Asymmetries of information in centralized order-driven markets. (1999). Boccard, Nicolas ; Calcagno, Riccardo.
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