Trade disclosure and price dispersion
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- Frutos Casado, Ángeles de & Manzano, Carolina, 2003. "Trade disclosure and price dispersion," Working Papers 2072/1773, Universitat Rovira i Virgili, Department of Economics.
References listed on IDEAS
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Citations
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Cited by:
- Angeles de Frutos, M. & Manzano, Carolina, 2005.
"Trade disclosure and price dispersion,"
Journal of Financial Markets,
Elsevier, vol. 8(2), pages 183-216, May.
- Frutos Casado, Ángeles de & Manzano, Carolina, 2003. "Trade disclosure and price dispersion," Working Papers 2072/1773, Universitat Rovira i Virgili, Department of Economics.
- repec:eee:jfinec:v:127:y:2018:i:2:p:342-365 is not listed on IDEAS
- Menkhoff, Lukas & Schmeling, Maik, 2010.
"Trader see, trader do: How do (small) FX traders react to large counterparties' trades?,"
Journal of International Money and Finance,
Elsevier, vol. 29(7), pages 1283-1302, November.
- Menkhoff, Lukas & Schmeling, Maik, 2009. "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Hannover Economic Papers (HEP) dp-415, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
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