Information and the Intermediary: Are Market Intermediaries Informed Traders in Electronic Markets?
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2010.
"Private information, stock markets, and exchange rates,"
BIS Papers chapters,in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 186-210
Bank for International Settlements.
- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," BIS Working Papers 271, Bank for International Settlements.
- Jacob Gyntelberg & Mico Loretan & Tientip Subhanij & Eric Chan, 2009. "Private information, stock markets, and exchange rates," Working Papers 2009-07, Monetary Policy Group, Bank of Thailand.
- Anand, Amber & Gatchev, Vladimir A. & Madureira, Leonardo & Pirinsky, Christo A. & Underwood, Shane, 2011. "Geographic proximity and price discovery: Evidence from NASDAQ," Journal of Financial Markets, Elsevier, vol. 14(2), pages 193-226, May.
- Piccotti, Louis R. & Schreiber, Ben Z., 2015. "Information shares of two parallel currency options markets: Trading costs versus transparency/tradability," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 210-229.
- repec:eee:pacfin:v:48:y:2018:i:c:p:84-98 is not listed on IDEAS
- Comerton-Forde, Carole & Putniņš, Tālis J., 2015. "Dark trading and price discovery," Journal of Financial Economics, Elsevier, vol. 118(1), pages 70-92.
- Yan, Bingcheng & Zivot, Eric, 2010. "A structural analysis of price discovery measures," Journal of Financial Markets, Elsevier, vol. 13(1), pages 1-19, February.
- Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2010.
"Why do firms pay for liquidity provision in limit order markets?,"
2010/12, Norges Bank.
- Skjeltorp, Johannes A & Odegaard, Bernt Arne, 2010. "Why do firms pay for liquidity provision in limit order markets?," UiS Working Papers in Economics and Finance 2010/3, University of Stavanger.
- Baba, Naohiko & Inada, Masakazu, 2009. "Price discovery of subordinated credit spreads for Japanese mega-banks: Evidence from bond and credit default swap markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 616-632, October.
- Alessandro Girardi & Claudio Impenna, 2013.
"Price Discovery In The Italian Sovereign Bonds Market: The Role Of Order Flow,"
Working Papers LuissLab
13108, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Alessandro Girardi & Claudio Impenna, 2013. "Price discovery in the Italian sovereign bonds market: the role of order flow," Temi di discussione (Economic working papers) 906, Bank of Italy, Economic Research and International Relations Area.
- Ben Omrane, Walid & Welch, Robert, 2016. "Tick test accuracy in foreign exchange ECN markets," Research in International Business and Finance, Elsevier, vol. 37(C), pages 135-152.
- Vinay Patel, 2015. "Price Discovery in US and Australian Stock and Options Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 27, january-d.
- repec:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-016-9582-z is not listed on IDEAS
- D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo, 2015.
"Commonality on Euronext: Do location and account type matter?,"
International Review of Financial Analysis,
Elsevier, vol. 42(C), pages 183-198.
- Catherine D'Hondt & Christophe Majois & Paolo Mazza, 2015. "Commonality on Euronext: Do location and account type matter?," Post-Print hal-01667400, HAL.
- repec:uts:finphd:34 is not listed on IDEAS
- Michel van der Wel & Albert Menkveld & Asani Sarkar, 2009.
"Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes,"
Tinbergen Institute Discussion Papers
09-046/3, Tinbergen Institute.
- Michel Van der Wel & Albert J. Menkveld & Asani Sarkar, 2009. "Are market makers uninformed and passive? Signing trades in the absence of quotes," Staff Reports 395, Federal Reserve Bank of New York.
- repec:eee:ecmode:v:66:y:2017:i:c:p:121-131 is not listed on IDEAS
- Alexander Kurov, 2008. "Information And Noise In Financial Markets: Evidence From The E-Mini Index Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 31(3), pages 247-270.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:jfinqa:v:43:y:2008:i:01:p:1-28_00. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters). General contact details of provider: http://journals.cambridge.org/jid_JFQ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.