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Citations for "Quote disclosure and price discovery in multiple-dealer financial markets"

by Flood, M. & Huisman , R. & Koedijk, C.G. & Mahieu, R.J.

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  1. Comerton-Forde, Carole & Tang, Kar Mei, 2009. "Anonymity, liquidity and fragmentation," Journal of Financial Markets, Elsevier, Elsevier, vol. 12(3), pages 337-367, August.
  2. Lescourret, Laurence & Robert, Christian Y., 2011. "Transparency matters: Price formation in the presence of order preferencing," Journal of Financial Markets, Elsevier, Elsevier, vol. 14(2), pages 227-258, May.
  3. Majois, Christophe, 2010. "Order aggressiveness and the diagonal effect in experimental double auction markets," Economics Letters, Elsevier, Elsevier, vol. 107(2), pages 304-309, May.
  4. Chung, Kee H. & Chuwonganant, Chairat, 2009. "Transparency and market quality: Evidence from SuperMontage," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 18(1), pages 93-111, January.
  5. Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011. "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(8), pages 1696-1718.
  6. Ding, Liang & Hiltrop, Jonas, 2010. "The electronic trading systems and bid-ask spreads in the foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 20(4), pages 323-345, October.
  7. Pham, Thu Phuong & Westerholm, P. Joakim, 2013. "A survey of research into broker identity and limit order book," Working Papers, University of Tasmania, School of Economics and Finance 17212, University of Tasmania, School of Economics and Finance, revised 16 Oct 2013.
  8. Chen, Tao & Cai, Jun & Ho, Richard Y.K., 2009. "Intraday information efficiency on the Chinese equity market," China Economic Review, Elsevier, Elsevier, vol. 20(3), pages 527-541, September.
  9. Eom, Kyong Shik & Ok, Jinho & Park, Jong-Ho, 2007. "Pre-trade transparency and market quality," Journal of Financial Markets, Elsevier, Elsevier, vol. 10(4), pages 319-341, November.
  10. Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2012. "Sunshine Trading: Flashes of Trading Intent at the NASDAQ," Tinbergen Institute Discussion Papers, Tinbergen Institute 12-141/IV/DSF47, Tinbergen Institute.
  11. de Jong, Cyriel & Koedijk, Kees & Schnitzlein, Charles, 2002. "Stock Market Quality in the Prescence of a Traded Option," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3173, C.E.P.R. Discussion Papers.
  12. Xinyang Li & Andreas Krause, 2010. "Determining the optimal market structure using near-zero intelligence traders," Journal of Economic Interaction and Coordination, Springer, Springer, vol. 5(2), pages 155-167, December.
  13. Biais, Bruno & Glosten, Larry & Spatt, Chester, 2004. "Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 253, Institut d'Économie Industrielle (IDEI), Toulouse.
  14. Madhavan, Ananth & Porter, David & Weaver, Daniel, 2005. "Should securities markets be transparent?," Journal of Financial Markets, Elsevier, Elsevier, vol. 8(3), pages 265-287, August.
  15. Ryan Davies, 2000. "Registered trader participation during the Toronto Stock Exchange's pre-opening session," Working Papers, Queen's University, Department of Economics 997, Queen's University, Department of Economics.
  16. Lamoureux, Christopher G. & Schnitzlein, Charles R., 2004. "Microstructure with multiple assets: an experimental investigation into direct and indirect dealer competition," Journal of Financial Markets, Elsevier, Elsevier, vol. 7(2), pages 117-143, February.
  17. Anand, Amber & Weaver, Daniel G., 2004. "Can order exposure be mandated?," Journal of Financial Markets, Elsevier, Elsevier, vol. 7(4), pages 405-426, October.
  18. Nicolas Audet & Toni Gravelle & Jing Yang, 2002. "Alternative Trading Systems: Does One Shoe Fit All?," Working Papers, Bank of Canada 02-33, Bank of Canada.
  19. Frey, Stefan & Sandås, Patrik, 2008. "The impact of hidden liquidity in limit order books," CFS Working Paper Series 2008/48, Center for Financial Studies (CFS).
  20. Moez Bennouri & C.Robert Clark & Jacques Robert, 2010. "Information provision in financial markets," Post-Print, HAL hal-00565501, HAL.
  21. Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2011. "Dark Pool Trading Strategies," Working Papers 421, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  22. Steven Tucker & Charles Noussair & Charles N. Noussair & Steven Tucker, 2013. "Experimental Research On Asset Pricing," Journal of Economic Surveys, Wiley Blackwell, Wiley Blackwell, vol. 27(3), pages 554-569, 07.
  23. Moez Bennouri & C. Clark & Jacques Robert, 2010. "Information provision in financial markets," Annals of Finance, Springer, Springer, vol. 6(2), pages 255-286, March.
  24. Theissen, Erik, 2000. "Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets," Journal of Financial Markets, Elsevier, Elsevier, vol. 3(4), pages 333-363, November.
  25. Hau, Harald & Killeen, William & Moore, Michael, 2002. "The euro as an international currency: explaining puzzling first evidence from the foreign exchange markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 21(3), pages 351-383, June.
  26. Olivier Brandouy & Pascal Barneto & Lawrence Leger, 2003. "Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(5), pages 393-419.
  27. Toni Gravelle, 1999. "The Market Microstructure of Dealership Equity and Government Securities Markets: How They Differ," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-16 Bank for International Settlements.
  28. Comerton-Forde, Carole & Rydge, James, 2006. "The influence of call auction algorithm rules on market efficiency," Journal of Financial Markets, Elsevier, Elsevier, vol. 9(2), pages 199-222, May.
  29. Helder Sebastião, 2008. "The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems," GEMF Working Papers 2008-07, GEMF - Faculdade de Economia, Universidade de Coimbra.
  30. PASCUAL, Roberto & VEREDAS, David, 2004. "What pieces of limit order book information are informative ?," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2004033, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  31. Bessembinder, Hendrik & Maxwell, William & Venkataraman, Kumar, 2006. "Market transparency, liquidity externalities, and institutional trading costs in corporate bonds," Journal of Financial Economics, Elsevier, Elsevier, vol. 82(2), pages 251-288, November.
  32. Lin, Yaling, 2014. "An empirical study on pre-trade transparency and intraday stealth trading," International Review of Economics & Finance, Elsevier, Elsevier, vol. 30(C), pages 26-40.