1. On the Efficiency of the Informal Currency Markets: The Case of the Cuban Peso. (2025). Garca-Figal, Alejandro ; Mulet, R ; Amaro, Daniel A ; Lage-Castellanos, Alejandro.
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   RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10638-w.

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2. Size Discount and Size Penalty: Trading Costs in Bond Markets. (2024). Pinter, Gabor ; Zou, Junyuan ; Wang, Chaojun.
   In: The Review of Financial Studies.
   RePEc:oup:rfinst:v:37:y:2024:i:7:p:2156-2190..

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3. Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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4. HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter.
   In: Swiss Finance Institute Research Paper Series.
   RePEc:chf:rpseri:rp2348.

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5. The Janus view: Do market participants looking into the past impact foreign exchange volatility?. (2022). Roy Trivedi, Smita.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3990-4001.

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6. Liquidity in the global currency market. (2022). Santucci de Magistris, Paolo ; Ranaldo, Angelo.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:146:y:2022:i:3:p:859-883.

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7. Investigating the Efficiency of Bitcoin Futures in Price Discovery. (2022). Sharma, Prashant ; Gupta, Prashant ; Agarwal, Gaurav.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2022-03-12.

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8. Price discovery in two‐tier markets. (2021). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir H ; Osler, Carol L.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3109-3133.

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9. A model of market making with heterogeneous speculators. (2021). Bargigli, Leonardo.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00283-5.

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10. The joint cross section of stocks and options. (2021). Chordia, Tarun ; Muravyev, Dmitriy ; Subrahmanyam, Avanidhar ; Kurov, Alexander.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778.

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11. Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411.

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12. What is the impact of introducing a parallel OTC market? Theory and evidence from the chinese interbank FX market. (2021). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Holden, Craig W.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:140:y:2021:i:1:p:270-291.

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13. Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536.

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14. Strategic insider trading in foreign exchange markets. (2021). Szilagyi, Peter ; Batten, Jonathan ; Lonarski, Igor.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s0929119920302625.

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15. The Moses effect: can central banks really guide foreign exchange markets?. (2020). Roy Trivedi, Smita.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01671-y.

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16. Political turmoil and the impact of foreign orders on equity prices. (2020). Savaser, Tanseli ; Tini, Murat.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:65:y:2020:i:c:s1042443119300630.

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17. Information shares in a two-tier FX market. (2020). Schreiber, Ben ; Piccotti, Louis R.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:19-35.

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18. Price discrimination against retail Investors: Evidence from mini options. (2019). Zhong, Zhaodong ; Li, Yubin ; Zhao, Chen.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:106:y:2019:i:c:p:50-64.

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19. Price discovery in Chinas inter-bank bond market. (2018). Meng, Qingbin ; Wu, Lei ; Zeng, Hong Chao ; Liu, Chunlin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:48:y:2018:i:c:p:84-98.

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20. Forex trading and the WMR Fix. (2018). , Martin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:87:y:2018:i:c:p:233-247.

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21. Forex Trading and the WMR Fix. (2017). Evans, Martin.
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    RePEc:pra:mprapa:81583.

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22. Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?. (2017). Stenfors, Alexis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2017-03.

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23. Simple measures of market efficiency: A study in foreign exchange markets. (2017). Kitamura, Yoshihiro.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:41:y:2017:i:c:p:1-16.

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24. The Role of High-Frequency Traders in the Foreign Exchange Market Bid-Ask Spreads. (2016). Lenczewski, Carlos.
    In: EUSP Department of Economics Working Paper Series.
    RePEc:eus:wpaper:ec2016_01.

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25. The Role of High-Frequency Traders in the Foreign Exchange Market Bid-Ask Spreads. (2016). Lenczewski, Carlos.
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26. The probability of informed trading measured with price impact, price reversal, and volatility. (2016). Kitamura, Yoshihiro.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:42:y:2016:i:c:p:77-90.

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27. Bid-Ask Spreads in OTC Markets. (2016). Kathitziotis, Neophytos ; Bjonnes, Geir ; Osler, Carol.
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28. The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Gunduz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia.
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29. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
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30. An investigation of price discovery and volatility spillovers in India’s foreign exchange market. (2015). Deisting, Florent ; Ahmad, Wasim ; Sehgal, Sanjay.
    In: Journal of Economic Studies.
    RePEc:eme:jespps:v:42:y:2015:i:2:p:261-284.

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31. The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Gunduz, Yalin ; Gehde-Trapp, Monika ; Nasev, Julia.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:c:p:184-205.

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32. Truth and financial economics: A review and assessment. (2015). Andrikopoulos, Andreas.
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    RePEc:eee:finana:v:39:y:2015:i:c:p:186-195.

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33. Information shares of two parallel currency options markets: Trading costs versus transparency/tradability. (2015). Schreiber, Ben ; Piccotti, Louis R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:32:y:2015:i:c:p:210-229.

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34. Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component. (2014). Van Gysegem, Frederick ; Frömmel, Michael ; FRoMMEL, M..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:14/878.

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35. Decomposing the bid-ask spread in multi-dealer markets. (2014). Li, Zhiyong ; Bleaney, Michael.
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36. Order choices under information asymmetry in foreign exchange markets. (2014). Gau, Yin-Feng ; Wu, Zhen-Xing.
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    RePEc:eee:intfin:v:30:y:2014:i:c:p:106-118.

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37. The market microstructure approach to foreign exchange: Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol L..
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38. Price discovery in government bond markets. (2013). Valseth, Siri.
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39. The market microstructure approach to foreign exchange - Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol.
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40. Financial intermediation and the role of price discrimination in a two-tier market. (2012). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus A.
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41. Asymetric Information and the Foreign-Exchange Trades of Global Custody Banks. (2012). Savaser, Tanseli ; Nguyen, Thang Tan ; Osler, Carol.
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42. The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; King, Michael ; Osler, Carol.
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43. Foreign exchange market structure, players and evolution. (2011). Rime, Dagfinn ; King, Michael ; Osler, Carol.
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1. CDS and credit: The effect of the bangs on credit insurance, lending and hedging. (2025). Ongena, Steven ; Tmer-Alkan, Gnseli ; Gndz, Yalin ; Yu, Yuejuan.
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2. Information chasing versus adverse selection. (2022). Pinter, Gabor ; Zou, Junyuan ; Wang, Chaojun.
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3. Size discount and size penalty: trading costs in bond markets. (2022). Pinter, Gabor ; Zou, Junyuan ; Wang, Chaojun.
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4. Size Discount and Size Penalty Trading Costs in Bond Markets. (2021). Pinter, Gabor ; Zou, Junyuan ; Wang, Chaojun.
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5. Relationship Trading in Over‐the‐Counter Markets. (2020). Schuerhoff, Norman ; Livdan, Dmitry ; Hendershott, Terrence ; Schurhoff, Norman.
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6. The Microstructure of the Bond Market in the 20th Century. (2019). Biais, Bruno ; Green, Richard.
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7. The Microstructure of the Bond Market in the 20th Century. (2018). Biais, Bruno ; Green, Richard.
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8. Relationship Trading in OTC Markets. (2017). Schuerhoff, Norman ; Livdan, Dmitry ; Hendershott, Terrence ; Schurhoff, Norman.
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9. Counterparty Risk and Counterparty Choice in the Credit Default Swap Market. (2016). Vega, Clara ; Gordy, Michael ; Gadgil, Salil ; Du, Wenxin.
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10. Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports. (2016). Zhong, Zhaodong ; Loon, Yee Cheng .
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11. Bid-Ask Spreads in OTC Markets. (2016). Kathitziotis, Neophytos ; Bjonnes, Geir ; Osler, Carol.
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12. Transaction costs in an illiquid order-driven market. (2016). Visaltanachoti, Nuttawat ; Marshall, Ben ; Smith, Tom ; Nguyen, Nhut H.
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13. Liquidity Measures and Cost of Trading in an Illiquid Market. (2014). Brzeszczynski, Janusz.
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14. Size Effects in the Pricing of Corporate Bonds. (2013). Viswanath, P V ; Kadiyala, Padma.
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16. Market Microstructure and the Profitability of Currency Trading. (2012). Osler, Carol.
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17. Asymmetric Information and the Foreign-Exchange Trades of Global Custody Banks. (2011). Savaser, Tanseli ; Osler, Carol ; Nguyen, Thang.
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18. Strategic Relationships in Over-the-Counter Markets. (2011). Babus, Ana.
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19. Price discovery in currency markets. (2011). Menkhoff, Lukas ; Mende, Alexander ; Osler, Carol L..
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21. Price Discovery in Currency Markets. (2010). Osler, Carol ; Menkhoff, Lukas ; Mende, Alexander.
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27. Persistence, Performance and Prices in Foreign Exchange Markets. (2006). Ramadorai, Tarun.
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28. Corporate bond market microstructure and transparency - the US experience. (2006). Edwards, Amy K.
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29. Reputation-based pricing and price improvements. (2005). Foucault, Thierry ; Desgranges, Gabriel.
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