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My bibliography Save this articleDual Trading: Winners, Losers, and Market Impact
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Citations
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Cited by:
- FOUCAULT, Thierry & LESCOURRET, Laurence, 2001.
"Information sharing, liquidity and transaction costs in floor-based trading systems,"
HEC Research Papers Series
742, HEC Paris.
- Thierry Foucault & Laurence Lescourret, 2011. "Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems," Working Papers hal-00597189, HAL.
- Thierry Foucault & Laurence Lescourret, 2003. "Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems," Post-Print hal-00481203, HAL.
- Laurence Lescourret & Thierry Foucault, 2001. "Information Sharing Liquidity and Transaction Costs in Floor-Based Trading Systems," Working Papers 2001-18, Center for Research in Economics and Statistics.
- Chakravarty, Sugato & Sarkar, Asani, 2002.
"A model of broker's trading, with applications to order flow internalization,"
Review of Financial Economics, Elsevier, vol. 11(1), pages 19-36.
- Chakravarty, Sugato & Sakar, Asani, 2001. "A Model of Broker's Trading with Applications to Order Flow Internalization," Purdue University Economics Working Papers 1150, Purdue University, Department of Economics.
- Sugato Chakravarty & Asani Sarkar, 1997.
"Traders' broker choice, market liquidity and market structure,"
Research Paper
9701, Federal Reserve Bank of New York.
- Sugato Chakravarty & Asani Sarkar, 1997. "Traders' broker choice, market liquidity and market structure," Staff Reports 28, Federal Reserve Bank of New York.
- Locke, Peter R. & Sarkar, Asani & Wu, Lifan, 1999.
"Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(1), pages 57-88, March.
- Peter Locke & Asani Sarkar & Lifan Wu, 1997. "Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions," Research Paper 9721, Federal Reserve Bank of New York.
- Sugato Chakravarty & Asani Sarkar, 1998. "An analysis of brokers' trading with applications to order flow internalization and off-exchange sales," Research Paper 9813, Federal Reserve Bank of New York.
- Peter Locke & Asani Sarkar & Lifan Wu, 1996. "Did the good guys lose?: heterogeneous traders and regulatory restrictions on dual trading," Research Paper 9611, Federal Reserve Bank of New York.
- Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1997. "Estimating the adverse selection cost in markets with multiple informed traders," Research Paper 9713, Federal Reserve Bank of New York.
- Markus Baldauf & Christoph Frei & Joshua Mollner, 2022. "Principal Trading Arrangements: When Are Common Contracts Optimal?," Management Science, INFORMS, vol. 68(4), pages 3112-3128, April.
- Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2018.
"Strategic Trading in Informationally Complex Environments,"
Econometrica, Econometric Society, vol. 86(4), pages 1119-1157, July.
- Lambert, Nicolas & Ostrovsky, Michael & Panov, Mikhail, 2014. "Strategic Trading in Informationally Complex Environments," Research Papers 3021, Stanford University, Graduate School of Business.
- Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2014. "Strategic Trading in Informationally Complex Environments," NBER Working Papers 20516, National Bureau of Economic Research, Inc.
- Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders," Research Paper 9814, Federal Reserve Bank of New York.
- Nishide, Katsumasa & Tian, Yuan, 2022. "Brokered versus dealer markets: Impact of proprietary trading with transaction fees," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Bernhardt, Dan & Taub, Bart, 2010. "How and when is dual trading irrelevant?," Journal of Financial Markets, Elsevier, vol. 13(2), pages 295-320, May.
- Sugato Chakravarty & Asani Sarkar, 2002. "A model of broker's trading, with applications to order flow internalization," Review of Financial Economics, John Wiley & Sons, vol. 11(1), pages 19-36.
- Hun Y. Park & Asani Sarkar & Lifan Wu, 1998. "Do Brokers Misallocate Customer Trades? Evidence From Futures Markets," Finance 9801002, University Library of Munich, Germany.
- Sugato Chakravarty & Asani Sarkar, 1997.
"Can competition between brokers mitigate agency conflicts with their customers?,"
Staff Reports
25, Federal Reserve Bank of New York.
- Sugato Chakravarty & Asani Sarkar, 1997. "Can competition between brokers mitigate agency conflicts with their customers?," Research Paper 9705, Federal Reserve Bank of New York.
- Jan Hanousek & František Kopøiva, 2011. "Detecting Information-Driven Trading in a Dealers Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(3), pages 204-229, July.
- Frantisek Kopriva, 2008. "Source of Information-Driven Trading on the Prague Stock Exchange," CERGE-EI Working Papers wp365, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Chakravarty, Sugato & Li, Kai, 2003. "A Bayesian analysis of dual trader informativeness in futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 355-371, May.
- Katsumasa Nishide & Yuan Tian, 2015. "Auction versus Dealership Markets: Impact of Proprietary Trading with Transaction Fees," KIER Working Papers 922, Kyoto University, Institute of Economic Research.
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