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Security Prices and Market Transparency

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Author Info
Madhavan, Ananth

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File URL: http://www.sciencedirect.com/science/article/B6WJD-45MGXTX-B/2/95098c64968faa11ce642fe7589c095f
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Article provided by Elsevier in its journal Journal of Financial Intermediation.

Volume (Year): 5 (1996)
Issue (Month): 3 (July)
Pages: 255-283
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Handle: RePEc:eee:jfinin:v:5:y:1996:i:3:p:255-283

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Web page: http://www.elsevier.com/locate/inca/622875

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  1. Paula C. Albuquerque, 2003. "The Traditional Brokers: What are their Chances in the Forex?," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 205-220, November. [Downloadable!]
  2. Yang, J-H.S. & Satchell, S.E., 2003. "Endogenous Correlation," Cambridge Working Papers in Economics 0321, Faculty of Economics, University of Cambridge. [Downloadable!]
  3. Yalin Gündüz & Torsten Lüdecke & Marliese Uhrig-Homburg, 2007. "Trading Credit Default Swaps via Interdealer Brokers," Journal of Financial Services Research, Springer, vol. 32(3), pages 141-159, December. [Downloadable!] (restricted)
  4. FOUCAULT, Thierry & LESCOURRET, Laurence, 2001. "Information sharing, liquidity and transaction costs in floor-based trading systems," Les Cahiers de Recherche 742, HEC Paris. [Downloadable!]
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  5. Erik Theissen, 2002. "Trader Anonymity, Price Formation and Liquidity," Bonn Econ Discussion Papers bgse20_2002, University of Bonn, Germany. [Downloadable!]
  6. Menkhoff, Lukas & Schmeling, Maik, 2009. "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-415, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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This page was last updated on 2009-11-7.

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