On the endogeneity of trading arrangements
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- Kyle, Albert S, 1989. "Informed Speculation with Imperfect Competition," Review of Economic Studies, Wiley Blackwell, vol. 56(3), pages 317-55, July.
- Ananth N. Madhavan, .
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377R, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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- Sanford J Grossman & Joseph E Stiglitz, 1997.
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Levine's Working Paper Archive
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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.
- Grossman, Sanford J, 1992. "The Informational Role of Upstairs and Downstairs Trading," The Journal of Business, University of Chicago Press, vol. 65(4), pages 509-28, October.
- Sanford J. Grossman, . "The Informational Role of Upstairs and Downstairs Trading," Rodney L. White Center for Financial Research Working Papers 22-90, Wharton School Rodney L. White Center for Financial Research.
- Arto Kovanen, 1994. "Foreign Exchange Auctions and Fixing; A Review of Performance," IMF Working Papers 94/119, International Monetary Fund.
- 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.
- 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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