Can transparent markets survive?

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Can transparent markets survive?

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Bloomfield, Robert
O'Hara, Maureen

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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 55 (2000)
Issue (Month): 3 (March)
Pages: 425-459
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:jfinec:v:55:y:2000:i:3:p:425-459

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Menkveld, Albert J., 2006. "Splitting orders in overlapping markets: a study of cross-listed stocks," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
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Acharya, Viral V & Johnson, Tim, 2005. "Insider Trading in Credit Derivatives," CEPR Discussion Papers 5180, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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Hans Degryse & Mark Van Achter & Gunther Wuyts, 2007. "Dynamic order submission strategies with competition between a dealer market and a crossing network," Research series 200712-15, National Bank of Belgium. [Downloadable!]
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Ryan Davies, 2000. "Registered trader participation during the Toronto Stock Exchange's pre-opening session," Working Papers 997, Queen's University, Department of Economics. [Downloadable!]
Bert Menkveld, 2001. "Splitting Orders in Fragmented Markets," Tinbergen Institute Discussion Papers 01-059/2, Tinbergen Institute. [Downloadable!]

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