Citations for " Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow"
by Easley, David & Kiefer, Nicholas M & O'Hara, Maureen
- Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011.
"Price discovery in currency markets,"
Journal of International Money and Finance,
Elsevier, vol. 30(8), pages 1696-1718.
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- David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008.
"Time-Varying Arrival Rates of Informed and Uninformed Trades,"
Journal of Financial Econometrics,
Society for Financial Econometrics, vol. 6(2), pages 171-207, Spring.
- David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2002. "Time-Varying Arrival Rates of Informed and Uninformed Trades," Finance 0207017, EconWPA.
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"How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market,"
CERGE-EI Working Papers
wp168, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
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- Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007.
"Estimating the probability of informed trading--does trade misclassification matter?,"
Journal of Financial Markets,
Elsevier, vol. 10(1), pages 26-47, February.
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- Joachim Grammig & Erik Theissen, 2002. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," Bonn Econ Discussion Papers bgse37_2002, University of Bonn, Germany.
- William O. Brown, Jr. & J. Harold Mulherin & Marc D. Weidenmier, 2006. "Competing With the NYSE," NBER Working Papers 12343, National Bureau of Economic Research, Inc.
- Raman Kumar & Marius Popescu, 2014. "The implied intra-day probability of informed trading," Review of Quantitative Finance and Accounting, Springer, vol. 42(2), pages 357-371, February.
- Christopher Boortz & Stephanie Kremer & Simon Jurkatis & Dieter Nautz, 2014. "Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model," SFB 649 Discussion Papers SFB649DP2014-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Juan Cruces & Enrique Kawamura, 2005. "Transacciones basadas en información privilegiada y conducción empresarial en América Latina," Research Department Publications 3207, Inter-American Development Bank, Research Department.
- De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
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- Irani, Rustom M. & Oesch, David, 2013. "Monitoring and corporate disclosure: Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 109(2), pages 398-418.
- Gresse, Carole, 2013. "Effects of Lit and Dark Trading Venue Competition on Liquidity : The MiFID Experience," Economics Papers from University Paris Dauphine 123456789/8775, Paris Dauphine University.
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- Maraachlian, Hilda & Rourke, Thomas, 2014. "Delta and vega exposure trading in stock and option markets," Journal of Financial Markets, Elsevier, vol. 18(C), pages 96-125.
- Miao Luo & Tao Chen & Isabel Yan, 2014. "Price informativeness and institutional ownership: evidence from Japan," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 627-651, May.
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- Sylvain Friederich & Richard Payne, 2002. "Dealer liquidity in an auction market: evidence fom the London Stock Exchange," LSE Research Online Documents on Economics 24947, London School of Economics and Political Science, LSE Library.
- Chen, Haiqiang & Choi, Paul Moon Sub, 2012. "Does information vault Niagara Falls? Cross-listed trading in New York and Toronto," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 175-199.
- Lipson, Marc L. & Mortal, Sandra, 2006. "The effect of stock splits on clientele: Is tick size relevant?," Journal of Corporate Finance, Elsevier, vol. 12(5), pages 878-896, December.
- Parlour, Christine A. & Rajan, Uday, 2003. "Payment for order flow," Journal of Financial Economics, Elsevier, vol. 68(3), pages 379-411, June.
- Nimalendran, Mahendrarajah & Ray, Sugata, 2014. "Informational linkages between dark and lit trading venues," Journal of Financial Markets, Elsevier, vol. 17(C), pages 230-261.
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