On the endogeneity of trading arrangements
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- Diamond, Douglas W. & Verrecchia, Robert E., 1981. "Information aggregation in a noisy rational expectations economy," Journal of Financial Economics, Elsevier, vol. 9(3), pages 221-235, September.
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- Grossman, S.J., 1990. "The Information Role Of Upstairs And Downstairs Trading," Weiss Center Working Papers 22-90, Wharton School - Weiss Center for International Financial Research.
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- Arto Kovanen, 1994. "Foreign Exchange Auctions and Fixing; A Review of Performance," IMF Working Papers 94/119, International Monetary Fund.
- Ananth N. Madhavan, .
"Trading Mechanisms in Securities Markets,"
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377R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Rubinstein, Mark, 1975. "Securities Market Efficiency in an Arrow-Debreu Economy," American Economic Review, American Economic Association, vol. 65(5), pages 812-24, December.
- Grossman, Sanford J, 1977. "The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities," Review of Economic Studies, Wiley Blackwell, vol. 44(3), pages 431-49, October.
- Glosten, Lawrence R, 1989. "Insider Trading, Liquidity, and the Role of the Monopolist Specialist," The Journal of Business, University of Chicago Press, vol. 62(2), pages 211-35, April.
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