Information sharing, liquidity and transaction costs in floor-based trading systems
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- Thierry Foucault & Laurence Lescourret, 2003. "Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems," Post-Print hal-00481203, HAL.
- Thierry Foucault & Laurence Lescourret, 2011. "Information Sharing, Liquidity and Transaction Costs in Floor-based Trading Systems," Working Papers hal-00597189, 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.
References listed on IDEAS
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- repec:eee:jbfina:v:89:y:2018:i:c:p:209-224 is not listed on IDEAS
- Lescourret, Laurence, 2012.
"Non-Fundamental Information and Market-Makers' Behavior during the NASDAQ Preopening Session,"
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WP1212, ESSEC Research Center, ESSEC Business School.
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- COLLA, Paolo, 2005. "A market microstructure rationale for the S&P game," CORE Discussion Papers 2005008, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nabi, Mahmoud Sami & Ben Souissi, Souraya, 2011. "Could dishonest banks be disciplined ?," MPRA Paper 32010, University Library of Munich, Germany.
More about this item
Keywordsmarket microstructure; floor-based trading systems; open outcry; information sharing; information sales;
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-11-28 (All new papers)
- NEP-CFN-2002-11-28 (Corporate Finance)
- NEP-FIN-2002-11-28 (Finance)
- NEP-FMK-2002-11-28 (Financial Markets)
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