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Citations for " Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow"

by Easley, David & Kiefer, Nicholas M & O'Hara, Maureen

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  1. Michael J. Barclay & Terrence Hendershott & Kenneth Kotz, 2006. "Automation versus Intermediation: Evidence from Treasuries Going Off the Run," Journal of Finance, American Finance Association, vol. 61(5), pages 2395-2414, October.
  2. Eric J. Higgins & Richard L. Ott & Robert A. Van Ness, 2006. "The Information Content of the 1999 Announcement of Funds from Operations (FFO) Changes for Real Estate Investment Trusts," Journal of Real Estate Research, American Real Estate Society, vol. 28(3), pages 241-256.
  3. Lipson, Marc L. & Mortal, Sandra, 2006. "The effect of stock splits on clientele: Is tick size relevant?," Journal of Corporate Finance, Elsevier, vol. 12(5), pages 878-896, December.
  4. Joachim Grammig & Erik Theissen, 2002. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," Bonn Econ Discussion Papers bgse37_2002, University of Bonn, Germany.
  5. Chen, Haiqiang & Choi, Paul Moon Sub, 2012. "Does information vault Niagara Falls? Cross-listed trading in New York and Toronto," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 175-199.
  6. Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011. "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1696-1718.
  7. Juan Cruces & Enrique Kawamura, 2005. "Transacciones basadas en información privilegiada y conducción empresarial en América Latina," Research Department Publications 3207, Inter-American Development Bank, Research Department.
  8. Dominique Dupont, 1997. "Trading volume and information distribution in a market-clearing framework," Finance and Economics Discussion Series 1997-41, Board of Governors of the Federal Reserve System (U.S.).
  9. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro News, Riskfree Rates, and the Intermediary," Tinbergen Institute Discussion Papers 07-086/2, Tinbergen Institute.
  10. Jan Hanousek & Richard Podpiera, 2001. "How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market," Finance 0012003, EconWPA.
  11. Sylvain Friederich & Richard Payne, 2002. "Dealer liquidity in an auction market: evidence fom the London Stock Exchange," LSE Research Online Documents on Economics 24947, London School of Economics and Political Science, LSE Library.
  12. William O. Brown, Jr. & J. Harold Mulherin & Marc D. Weidenmier, 2006. "Competing With the NYSE," NBER Working Papers 12343, National Bureau of Economic Research, Inc.
  13. Parlour, Christine A. & Rajan, Uday, 2003. "Payment for order flow," Journal of Financial Economics, Elsevier, vol. 68(3), pages 379-411, June.
  14. repec:wyi:journl:002166 is not listed on IDEAS
  15. Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008. "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, vol. 63(1), pages 159-196, 02.
  16. Wenbin Tang & Hoang Nguyen & Van Nguyen, 2013. "The effects of listing changes between NASDAQ market segments," Journal of Economics and Finance, Springer, vol. 37(4), pages 584-605, October.
  17. Miao Luo & Tao Chen & Isabel Yan, 2014. "Price informativeness and institutional ownership: evidence from Japan," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 627-651, May.
  18. Gençay, Ramazan & Gradojevic, Nikola, 2013. "Private information and its origins in an electronic foreign exchange market," Economic Modelling, Elsevier, vol. 33(C), pages 86-93.
  19. David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008. "Time-Varying Arrival Rates of Informed and Uninformed Trades," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(2), pages 171-207, Spring.
  20. Sugato Chakravarty & Asani Sarkar, 1998. "An analysis of brokers' trading with applications to order flow internalization and off-exchange sales," Research Paper 9813, Federal Reserve Bank of New York.
  21. Bessembinder, Hendrik, 2003. "Quote-based competition and trade execution costs in NYSE-listed stocks," Journal of Financial Economics, Elsevier, vol. 70(3), pages 385-422, December.
  22. Juan Cruces & Enrique Kawamura, 2005. "Insider Trading and Corporate Governance in Latin America," Research Department Publications 3206, Inter-American Development Bank, Research Department.
  23. Nimalendran, Mahendrarajah & Ray, Sugata, 2014. "Informational linkages between dark and lit trading venues," Journal of Financial Markets, Elsevier, vol. 17(C), pages 230-261.
  24. Platten, Isabelle & Gresse, Carole & De Winne, Rudy, 2009. "How does the Introduction of an ETF Market with Liquidity Providers Impact the Liquidity of the Underlying Stocks?," Economics Papers from University Paris Dauphine 123456789/2742, Paris Dauphine University.
  25. Michael J. Barclay & Terrence Hendershott & D. Timothy McCormick, 2003. "Competition among Trading Venues: Information and Trading on Electronic Communications Networks," Journal of Finance, American Finance Association, vol. 58(6), pages 2637-2666, December.
  26. Irani, Rustom M. & Oesch, David, 2013. "Monitoring and corporate disclosure: Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 109(2), pages 398-418.
  27. Gresse, Carole, 2011. "Effects of the Competition between Multiple Trading Platforms on Market Liquidity : Evidence from the MiFID Experience," Economics Papers from University Paris Dauphine 123456789/7685, Paris Dauphine University.
  28. Christopher Boortz & Stephanie Kremer & Simon Jurkatis & Dieter Nautz, 2014. "Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model," SFB 649 Discussion Papers SFB649DP2014-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  29. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures," Staff Reports 307, Federal Reserve Bank of New York.
  30. Raman Kumar & Marius Popescu, 2014. "The implied intra-day probability of informed trading," Review of Quantitative Finance and Accounting, Springer, vol. 42(2), pages 357-371, February.
  31. Maraachlian, Hilda & Rourke, Thomas, 2014. "Delta and vega exposure trading in stock and option markets," Journal of Financial Markets, Elsevier, vol. 18(C), pages 96-125.
  32. Lescourret, Laurence & Robert, Christian Y., 2006. "Preferencing, internalization and inventory position," ESSEC Working Papers DR 06017, ESSEC Research Center, ESSEC Business School.