Czech experience with market maker trading system
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Volume (Year): 28 (2004)
Issue (Month): 2 (June)
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007.
"Estimating the probability of informed trading--does trade misclassification matter?,"
Journal of Financial Markets,
Elsevier, vol. 10(1), pages 26-47, February.
- 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.
- Joachim Grammig & Erik Theissen, 2003. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003 2003-01, Department of Economics, University of St. Gallen.
- Rockinger, Michael & Urga, Giovanni, 2000. "The Evolution of Stock Markets in Transition Economies," Journal of Comparative Economics, Elsevier, vol. 28(3), pages 456-472, September.
- Jan Hanousek & Randall K. Filer, 2000. "The Relationship Between Economic Factors and Equity Markets in Central Europe," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 8(3), pages 623-638, November.
- Jan Hanousek and Randall K. Filer & Jan Hanousek and Randall K. Filer, 1997. "The Relationship Between Economic Factors and Equity Markets in Central Europe," William Davidson Institute Working Papers Series 78, William Davidson Institute at the University of Michigan.
- Lee, Charles M C & Ready, Mark J, 1991. " Inferring Trade Direction from Intraday Data," Journal of Finance, American Finance Association, vol. 46(2), pages 733-746, June.
- Hanousek, Jan & Podpiera, Richard, 2003. "Informed trading and the bid-ask spread: evidence from an emerging market," Journal of Comparative Economics, Elsevier, vol. 31(2), pages 275-296, June.
- Easley, David, et al, 1996. " Liquidity, Information, and Infrequently Traded Stocks," Journal of Finance, American Finance Association, vol. 51(4), pages 1405-1436, September.
- Jan Hanousek & Richard Podpiera, 2002. "Information-driven trading at the Prague Stock Exchange: Evidence from Intra-Day Data," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 10(3), pages 747-759, November. Full references (including those not matched with items on IDEAS)
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