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6. The impact of reporting changes on hidden liquidity: Evidence from the Chicago stock exchange. (2022). Cox, Justin S.
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9. Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan.
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10. How is Earnings News Transmitted to Stock Prices?. (2022). Gregoire, Vincent ; Martineau, Charles.
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14. Nothing but noise? Price discovery across cryptocurrency exchanges. (2021). Dimpfl, Thomas ; Peter, Franziska J.
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15. Flying under the radar: The real effects of anonymous trading. (2021). El Ghoul, Sadok ; Attig, Najah.
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16. Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets. (2021). Serra, Teresa ; Shang, Quanbiao ; Garcia, Philip ; Mallory, Mindy.
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17. Price Improvement and Execution Risk in Lit and Dark Markets. (2020). Brolley, Michael.
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18. Information, Liquidity, and Dynamic Limit Order Markets. (2020). Ricco, Roberto ; Seppi, Duane J ; Rindi, Barbara.
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19. Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity. (2020). Agarwal, Vineet ; Poshakwale, Sunil ; Aghanya, Daniel.
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20. News sentiment, credit spreads, and information asymmetry. (2020). Liu, Zhechen ; Wang, Xinjie ; Yang, Shanxiang.
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21. The effects of trade size and market depth on immediate price impact in a limit order book market. (2020). Anderson, Heather ; Lajbcygier, Paul ; Pham, Manh Cuong ; Duong, Huu Nhan.
    In: Journal of Economic Dynamics and Control.
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22. Trading on Long-term Information. (2020). Garriott, Corey ; Riordan, Ryan.
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23. Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange. (2019). Nguyen, Giang ; Ghysels, Eric.
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24. Market quality and dark trading in the post MiFID II era: What have we learned so far?. (2019). Papachristou, George ; Anagnostidis, Panagiotis ; Varsakelis, Christos.
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25. Liquid Speed: On-Demand Fast Trading at Distributed Exchanges. (2019). Zoican, Marius ; Brolley, Michael.
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26. Ecology of trading strategies in a forex market for limit and market orders. (2018). Sueshige, Takumi ; Takayasu, Misako ; Kanazawa, Kiyoshi.
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27. Belief-free price formation. (2018). Tomala, Tristan ; Lovo, Stefano ; Horner, Johannes.
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28. The microstructure of a U.S. Treasury ECN: The BrokerTec platform. (2018). Mizrach, Bruce ; Fleming, Michael ; Nguyen, Giang.
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29. Optimal order execution using hidden orders. (2018). Chen, Yuanyuan ; Gao, Xuefeng ; Li, Duan.
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30. The Impact of Iceberg Orders in Limit Order Books. (2017). Sandas, Patrik ; Frey, Stefan ; Sands, Patrik.
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31. Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev.
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32. Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev.
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33. The dampening effect of iceberg orders on small traders’ welfare. (2017). Kovaleva, Polina ; Delaney, Laura.
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34. Anonymous trading in equities. (2017). Meling, Tom Grimstvedt.
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35. Informed trading and price discovery before corporate events. (2017). Baruch, Shmuel ; Panayides, Marios ; Venkataraman, Kumar.
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36. Shades of darkness: A pecking order of trading venues. (2017). Zhu, Haoxiang ; Menkveld, Albert ; Yueshen, Bart Zhou.
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37. Dark pool trading strategies, market quality and welfare. (2017). Buti, Sabrina ; Werner, Ingrid M ; Rindi, Barbara.
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38. The impact of fragmentation, exchange fees and liquidity provision on market quality. (2017). Aitken, Michael ; Foley, Sean ; Chen, Hao Ming.
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39. Should we be afraid of the dark? Dark trading and market quality. (2016). Putnins, Talis ; Foley, Sean.
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40. Pre-trade transparency and informed trading: Experimental evidence on undisclosed orders. (2016). Gozluklu, Arie E.
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41. The Evolution of Informed Liquidity Provision: Evidence from an Order€ driven Market. (2016). Wee, Marvin ; Yang, Joey W.
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42. Retail Order Flow Segmentation. (2016). Walton, Adrian ; Garriott, Corey.
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43. On the Information Flow from Credit Derivatives to the Macroeconomy. (2015). Mizen, Paul ; Veleanu, Veronica.
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44. Dark trading and price discovery. (2015). Putnins, Talis ; Comerton-Forde, Carole.
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45. Spillover effects between lit and dark stock markets: Evidence from a panel of London Stock Exchange transactions. (2015). Voliotis, Dimitrios ; Apergis, Nicholas.
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46. The impact of dark trading and visible fragmentation on market quality. (2014). van Kervel, Vincent ; Degryse, Hans.
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47. Dark Pool Trading Strategies, Market Quality and Welfare. (2014). Rindi, Barbara ; Buti, Sabrina ; Werner, Ingrid M..
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48. Price and size discovery in financial markets: evidence from the U.S. Treasury securities market. (2013). Fleming, Michael ; Nguyen, Giang.
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49. Financial Stability Paper No 25: The structure and dynamics of the UK CDS market. (2013). wetherilt, anne ; Benos, Evangelos ; Zikes, Filip.
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50. Fragmentation in Canadian Equity Markets. (2013). Thorn, Thomas ; Slive, Joshua ; Garriott, Corey ; Pomeranets, Anna.
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