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The Market Microstructure of Dealership Equity and Government Securities Markets: How They Differ

In: Market Liquidity: Research Findings and Selected Policy Implications

  • Toni Gravelle

    (Bank of Canada)

No abstract is available for this item.

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This chapter was published in:
  • Bank for International Settlements, 1999. "Market Liquidity: Research Findings and Selected Policy Implications," CGFS Papers, Bank for International Settlements, number 11, Autumn.
  • This item is provided by Bank for International Settlements in its series CGFS Papers chapters with number 11-02.
    Handle: RePEc:bis:biscgc:11-02
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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

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    1. Leach, J Chris & Madhavan, Ananth N, 1993. "Price Experimentation and Security Market Structure," Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 375-404.
    2. John Board & Charles Sutcliffe, 1996. "Trade Transparency and the London Stock Exchange," European Financial Management, European Financial Management Association, vol. 2(3), pages 355-365.
    3. Ananth Madhavan & Seymour Smidt, . "A Bayesian Model of Intraday Specialist Pricing," Rodney L. White Center for Financial Research Working Papers 02-91, Wharton School Rodney L. White Center for Financial Research.
    4. Gravelle, Toni, 1999. "Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market," Staff Working Papers 99-11, Bank of Canada.
    5. Vitale, Paolo, 1998. "Two months in the life of several gilt-edged market makers on the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 299-324, December.
    6. Peter Dattels, 1995. "The Microstructure of Government Securities Markets," IMF Working Papers 95/117, International Monetary Fund.
    7. Michael J. Fleming & Eli M. Remolona, 1999. "Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information," Journal of Finance, American Finance Association, vol. 54(5), pages 1901-1915, October.
    8. William Perraudin & Paolo Vitale, 1996. "Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market," NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 73-106 National Bureau of Economic Research, Inc.
    9. Ananth Madhavan & Seymour Smidt, . "An Analysis of Daily Changes in Specialist Inventories and Quotations," Rodney L. White Center for Financial Research Working Papers 22-92, Wharton School Rodney L. White Center for Financial Research.
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