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Information Aggregation Under Ambiguity: Theory and Experimental Evidence. (2019). Ioannou, Christos ; Galanis, Spyros.
In: Working Papers.
RePEc:cty:dpaper:20/05.

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  27. 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.

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  28. Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provisions on the NYSE. (1998). Goldstein, Michael ; Kavajecz, Kenneth A..
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:14-98.

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  29. 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.

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  30. 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.

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  31. An analysis of brokers trading with applications to order flow internalization and off-exchange sales. (1998). Sarkar, Asani ; Chakravarty, Sugato.
    In: Research Paper.
    RePEc:fip:fednrp:9813.

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  32. Why Is the Bid Price Greater than the Ask? Price Discovery during the Nasdaq Pre-Opening. (1998). Ghysels, Eric ; Cao, Charles ; Hatheway, Frank.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-14.

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  33. Gradual Incorporation of Information into Stock Prices: Empirical Strategies. (1997). Mullin, Wallace P. ; Ellison, Sara Fisher.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6218.

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  34. 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.

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  35. On the Damodaran Estimator of Price Adjustment Coefficients. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0208.

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  36. Lead-Lag Effects When Prices Reveal Cross-Security Information. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0189.

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  37. The Stock Market as a Screening Device and the Decision to Go Public. (1997). Ellingsen, Tore ; Rydqvist, Kristian.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0174.

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  38. Traders broker choice, market liquidity and market structure. (1997). Sarkar, Asani ; Chakravarty, Sugato.
    In: Staff Reports.
    RePEc:fip:fednsr:28.

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  39. Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions. (1997). Sarkar, Asani ; Locke, Peter R. ; Wu, Lifan.
    In: Research Paper.
    RePEc:fip:fednrp:9721.

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  40. 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.

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  41. 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.

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  42. Jump risk, time-varying risk premia, and technical trading profits. (1997). Smith, Stephen D. ; Feng, Chenyang.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:97-17.

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  43. Which Inter-dealer Market Prevails? An analysis of inter-dealer trading in opaque markets. (1997). Saporta, Victoria.
    In: Bank of England working papers.
    RePEc:boe:boeewp:59.

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  44. Dynamic Equilibrium and Volatility in Financial Asset Markets. (1996). Ait-Sahalia, Yacine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5479.

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  45. Public Information and the Persistence of Bond Market Volatility. (1996). Lamont, Owen ; Lumsdaine, Robin ; Jones, Charles M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5446.

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  46. Stock Market Efficiency and Economic Efficiency: Is There a Connection?. (1995). Gorton, Gary ; Dow, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5233.

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  47. Differential Information and Dynamic Behavior of Stock Trading Volume. (1995). He, Hua ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5010.

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  48. An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange. (1995). Niemeyer, Jonas ; Sands, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0044.

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  49. Noise Trading, Delegated Portfolio Management, and Economic Welfare. (1994). Gorton, Gary ; Dow, James.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:95-10.

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  50. The Size and Incidence of Losses from Noise Trading. (). Waldmann, Robert ; Summers, Lawrence ; Shleifer, Andrei ; DeLong, James.
    In: J. Bradford De Long's Working Papers.
    RePEc:wop:calbec:_128.

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