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On the endogeneity of trading arrangements

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  • Kirilenko, Andrei A.
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    Article provided by Elsevier in its journal Journal of Financial Markets.

    Volume (Year): 3 (2000)
    Issue (Month): 3 (August)
    Pages: 287-314

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    Handle: RePEc:eee:finmar:v:3:y:2000:i:3:p:287-314

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    Web page: http://www.elsevier.com/locate/finmar

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    1. Kyle, Albert S, 1989. "Informed Speculation with Imperfect Competition," Review of Economic Studies, Wiley Blackwell, vol. 56(3), pages 317-55, July.
    2. Arto Kovanen, 1994. "Foreign Exchange Auctions and Fixing," IMF Working Papers 94/119, International Monetary Fund.
    3. Diamond, Douglas W. & Verrecchia, Robert E., 1981. "Information aggregation in a noisy rational expectations economy," Journal of Financial Economics, Elsevier, vol. 9(3), pages 221-235, September.
    4. Glosten, Lawrence R, 1989. "Insider Trading, Liquidity, and the Role of the Monopolist Specialist," The Journal of Business, University of Chicago Press, vol. 62(2), pages 211-35, April.
    5. Grossman, Sanford J, 1977. "The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities," Review of Economic Studies, Wiley Blackwell, vol. 44(3), pages 431-49, October.
    6. Grossman, S.J., 1990. "The Information Role Of Upstairs And Downstairs Trading," Weiss Center Working Papers 22-90, Wharton School - Weiss Center for International Financial Research.
    7. Milgrom, Paul & Stokey, Nancy, 1982. "Information, trade and common knowledge," Journal of Economic Theory, Elsevier, vol. 26(1), pages 17-27, February.
    8. Rubinstein, Mark, 1975. "Securities Market Efficiency in an Arrow-Debreu Economy," American Economic Review, American Economic Association, vol. 65(5), pages 812-24, December.
    9. Grossman, Sanford J & Stiglitz, Joseph E, 1980. "On the Impossibility of Informationally Efficient Markets," American Economic Review, American Economic Association, vol. 70(3), pages 393-408, June.
    10. Madhavan, Ananth, 1992. " Trading Mechanisms in Securities Markets," Journal of Finance, American Finance Association, vol. 47(2), pages 607-41, June.
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