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Citations for "Selling and Trading on Information in Financial Markets"

by Admati, Anat R & Pfleiderer, Paul

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  1. Saida Gtifa & Naoufel LIOUANE, 2013. "Bid-ask spread, order size and volatility in the foreign exchange market: an empirical investigation," E3 Journal of Business Management and Economics., E3 Journals, vol. 4(12), pages 267-275.
  2. Boulatov, Alex & Hatch, Brian C. & Johnson, Shane A. & Lei, Adam Y.C., 2009. "Dealer attention, the speed of quote adjustment to information, and net dealer revenue," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1531-1542, August.
  3. Céline Rochon & Gabriel Desgranges, 2011. "Conformism and Public News," IMF Working Papers 11/33, International Monetary Fund.
  4. Gabriel Desgranges & Céline Rochon, 2008. "Conformism, Public News and Market Efficiency," THEMA Working Papers 2008-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  5. Dev, Pritha, 2013. "Transfer of information by an informed trader," Finance Research Letters, Elsevier, vol. 10(2), pages 58-71.
  6. Verrecchia, Robert E., 2001. "Essays on disclosure," Journal of Accounting and Economics, Elsevier, vol. 32(1-3), pages 97-180, December.
  7. Chordia, Tarun, 1996. "The structure of mutual fund charges," Journal of Financial Economics, Elsevier, vol. 41(1), pages 3-39, May.
  8. Subrahmanyam, Avanidhar, 2009. "Optimal financial education," Review of Financial Economics, Elsevier, vol. 18(1), pages 1-9, January.
  9. Miklós-Thal, Jeanine & Schumacher, Heiner, 2013. "The value of recommendations," Games and Economic Behavior, Elsevier, vol. 79(C), pages 132-147.
  10. Nicolae B. Gârleanu & Lasse H. Pedersen, 2015. "Efficiently Inefficient Markets for Assets and Asset Management," NBER Working Papers 21563, National Bureau of Economic Research, Inc.
  11. Opp, Christian C. & Opp, Marcus M. & Harris, Milton, 2013. "Rating agencies in the face of regulation," Journal of Financial Economics, Elsevier, vol. 108(1), pages 46-61.
  12. Thierry Foucault & Laurence Lescourret, 2003. "Information Sharing, Liquidity and Transaction Costs in Floor-Based Trading Systems," Post-Print hal-00481203, HAL.
  13. Roy Clemons, 2010. "Do external sources generate greater investor awareness that can affect a firm's value and cost of capital?," Review of Accounting and Finance, Emerald Group Publishing, vol. 9(4), pages 382 - 394, November.
  14. Giovanni Cespa, 2008. "Information Sales and Insider Trading with Long-Lived Information," Journal of Finance, American Finance Association, vol. 63(2), pages 639-672, 04.
  15. Johannes Horner & Andrzej Skrzypacz, 2009. "Selling Information," Cowles Foundation Discussion Papers 1743R, Cowles Foundation for Research in Economics, Yale University, revised Jun 2011.
  16. Antonio Cabrales & Piero Gottardi, 2008. "Markets for information : of inefficient firewalls and efficient monopolies," Economics Working Papers we080201, Universidad Carlos III, Departamento de Economía.
  17. Holden, Craig W & Subrahmanyam, Avanidhar, 1996. "Risk Aversion, Liquidity, and Endogenous Short Horizons," Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 691-722.
  18. Dridi, Ramdan & Germain, Laurent, 2009. "Noise and competition in strategic oligopoly," Journal of Financial Intermediation, Elsevier, vol. 18(2), pages 311-327, April.
  19. Goenka, Aditya, 2003. "Informed trading and the 'leakage' of information," Journal of Economic Theory, Elsevier, vol. 109(2), pages 360-377, April.
  20. Dang, Tri Vi & Felgenhauer, Mike, 2012. "Information provision in over-the-counter markets," Journal of Financial Intermediation, Elsevier, vol. 21(1), pages 79-96.
  21. Mooradian, Robert M., 2010. "Illiquidity and Stock Returns," Review of Applied Economics, Review of Applied Economics, vol. 6(1-2).
  22. Biais, Bruno & Glosten, Larry & Spatt, Chester, 2004. "Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications," IDEI Working Papers 253, Institut d'Économie Industrielle (IDEI), Toulouse.
  23. Andrea M. Buffa & Giovanna Nicodano, 2008. "Should Insider Trading be Prohibited when Share Repurchases are Allowed?," Review of Finance, European Finance Association, vol. 12(4), pages 735-765.
  24. Manela, Asaf, 2014. "The value of diffusing information," Journal of Financial Economics, Elsevier, vol. 111(1), pages 181-199.
  25. Edelen, Roger M. & Evans, Richard B. & Kadlec, Gregory B., 2012. "Disclosure and agency conflict: Evidence from mutual fund commission bundling," Journal of Financial Economics, Elsevier, vol. 103(2), pages 308-326.
  26. Germain, Laurent, 2005. "Strategic noise in competitive markets for the sale of information," Journal of Financial Intermediation, Elsevier, vol. 14(2), pages 179-209, April.
  27. Ramdan Dridi & Laurent Germain, 2000. "Noise and Competition in Strategic Oligopoly," STICERD - Econometrics Paper Series 395, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  28. Liang Ding, 2009. "Bid-ask spread and order size in the foreign exchange market: an empirical investigation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 98-105.
  29. Chen, Zhaohui & Wilhelm Jr, William J, 2005. "The Industrial Organization of Financial Market Information Production," CEPR Discussion Papers 5314, C.E.P.R. Discussion Papers.
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