An Exchange Is a Many-Splendored Thing: The Classification and Regulation of Automated Trading Systems
In: The Industrial Organization and Regulation of the Securities Industry
No abstract is available for this item.
|This chapter was published in: ||This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number
8103.||Handle:|| RePEc:nbr:nberch:8103||Contact details of provider:|| Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.|
Web page: http://www.nber.org
More information through EDIRC
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.:
- Madhavan, Ananth, 1992.
" Trading Mechanisms in Securities Markets,"
Journal of Finance,
American Finance Association, vol. 47(2), pages 607-41, June.
- Ananth N. Madhavan, . "Trading Mechanisms in Securities Markets," Rodney L. White Center for Financial Research Working Papers 16-90, Wharton School Rodney L. White Center for Financial Research.
- Chris Leach, J. & Madhavan, Ananth N., 1992.
"Intertemporal price discovery by market makers: Active versus passive learning,"
Journal of Financial Intermediation,
Elsevier, vol. 2(2), pages 207-235, June.
- Chris J. Leach & Ananth N. Madhavan, . "Intertemporal Price Discovery by Market Makers: Active versus Passive Learning," Rodney L. White Center for Financial Research Working Papers 15-90, Wharton School Rodney L. White Center for Financial Research.
- Leach, J.C. & Madhavan, A.N., 1990. "Intertemporal Price Discovery By Market Makers: Active Versus Passive Learning," Weiss Center Working Papers 15-90, Wharton School - Weiss Center for International Financial Research.
When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:8103. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.