Trader Anonymity, Price Formation and Liquidity
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Cited by:
- He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong, 2014.
"Subscribing to transparency,"
Journal of Banking & Finance,
Elsevier, vol. 44(C), pages 189-206.
- He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong, 2012. "Subscribing to Transparency," TSE Working Papers 12-351, Toulouse School of Economics (TSE), revised Nov 2013.
- Paiardini, Paola, 2015.
"Informed trading in parallel bond markets,"
Journal of Financial Markets,
Elsevier, vol. 26(C), pages 103-121.
- Paola Paiardini, 2009. "Informed Trading in Parallel Bond Markets," Birkbeck Working Papers in Economics and Finance 0908, Birkbeck, Department of Economics, Mathematics & Statistics.
- Paiardini, Paola, 2009. "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers esdp09053, University of Molise, Dept. EGSeI.
- Thomas Johann & Erik Theissen, 2013. "Liquidity measures," Chapters,in: Handbook of Research Methods and Applications in Empirical Finance, chapter 10, pages 238-255 Edward Elgar Publishing.
- Werner Antweiler, 2017. "Emission trading for air pollution hot spots: getting the permit market right," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 19(1), pages 35-58, January.
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JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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