Stock market dynamics with rational liquidity traders
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- Brooks, Raymond M, 1994. "Bid-Ask Spread Components around Anticipated Announcements," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(3), pages 375-386, Fall.
- Bernhardt, Dan & Hughson, Eric, 1997.
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Society for Financial Studies, vol. 10(1), pages 69-101.
- Dan Bernhardt & Eric Hughson, 1993. "Splitting Orders," Working Papers 888, Queen's University, Department of Economics.
- Spiegel, Matthew & Subrahmanyam, Avanidhar, 1992. "Informed Speculation and Hedging in a Noncompetitive Securities Market," Review of Financial Studies, Society for Financial Studies, vol. 5(2), pages 307-329.
- Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-1335, November.
- Foster, F Douglas & Viswanathan, S, 1996. " Strategic Trading When Agents Forecast the Forecasts of Others," Journal of Finance, American Finance Association, vol. 51(4), pages 1437-1478, September. Full references (including those not matched with items on IDEAS)