On the endogeneity of trading arrangements
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References listed on IDEAS
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22-90, Wharton School Rodney L. White Center for 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.
- 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.
- 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.
- Sanford J. Grossman, 1977. "The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities," Review of Economic Studies, Oxford University Press, vol. 44(3), pages 431-449.
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