Information transmission and causality in the Italian Treasury bond market
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- Chris J. Leach & Ananth N. Madhavan, "undated".
"Intertemporal Price Discovery by Market Makers: Active versus Passive Learning,"
Rodney L. White Center for Financial Research Working Papers
15-90, Wharton School Rodney L. White Center for Financial Research.
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- Chan, Kalok & Chan, K C & Karolyi, G Andrew, 1991. "Intraday Volatility in the Stock Index and Stock Index Futures Markets," Review of Financial Studies, Society for Financial Studies, vol. 4(4), pages 657-684.
- Grunbichler Andreas & Longstaff Francis A. & Schwartz Eduardo S., 1994. "Electronic Screen Trading and the Transmission of Information: An Empirical Examination," Journal of Financial Intermediation, Elsevier, vol. 3(2), pages 166-187, March.
- Pagano, Marco & Roell, Ailsa, 1996. " Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading," Journal of Finance, American Finance Association, vol. 51(2), pages 579-611, June.
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