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Size Discovery
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1006/jfin.2002.0338openalex-snapshot
Information-Based Trading in the Treasury Note Interdealer Broker Market
inferredcites →https://doi.org/10.1016/0047-2727(79)90043-4openalex-snapshot
Incentives and incomplete information
inferredcites →https://doi.org/10.1016/j.finmar.2003.10.001openalex-snapshot
Expandable limit order markets
inferredcites →https://doi.org/10.1016/j.jfineco.2008.02.007openalex-snapshot
Dynamic order submission strategies with competition between a dealer market and a crossing network☆
inferredcites →https://doi.org/10.1080/14697688.2012.745011openalex-snapshot
Modeling trade duration in U.S. Treasury markets
inferredcites →https://doi.org/10.1093/restud/rdu023openalex-snapshot
Demand Reduction and Inefficiency in Multi-Unit Auctions
inferredcites →https://doi.org/10.1093/rfs/hht078openalex-snapshot
Do Dark Pools Harm Price Discovery?
inferredcites →https://doi.org/10.1111/0022-1082.00281openalex-snapshot
Crossing Networks and Dealer Markets: Competition and Performance
inferredcites →https://doi.org/10.1111/1467-937x.00086openalex-snapshot
Strategic Trading and Welfare in a Dynamic Market
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01569.xopenalex-snapshot
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
inferredcites →https://doi.org/10.1353/mcb.2002.0010openalex-snapshot
Supply Contraction and Trading Protocol: An Examination of Recent Changes in the U.S. Treasury Market
inferredcites →https://doi.org/10.1525/9780520411586-038openalex-snapshot
An Extension of the Basic Theorems of Classical Welfare Economics
inferredcites →https://doi.org/10.2139/ssrn.2786907openalex-snapshot
Market Structure and Transaction Costs of Index Cdss
inferredcites →https://doi.org/10.2307/1913707openalex-snapshot
Supply Function Equilibria in Oligopoly under Uncertainty
inferredcites →https://doi.org/10.2307/2297551openalex-snapshot
Informed Speculation with Imperfect Competition
inferredcites →https://doi.org/10.35188/unu-wider/2016/120-8openalex-snapshot
Less restrictive birth control, less education? Evidence from ethnic minorities in China
inferredcites →https://doi.org/10.3982/ecta8126openalex-snapshot
Strategic Supply Function Competition With Private Information
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.2308099openalex-extracted
Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market
inferred← citeshttps://doi.org/10.2139/ssrn.2786907openalex-extracted
Market Structure and Transaction Costs of Index Cdss
inferred← citeshttps://doi.org/10.2139/ssrn.3047284openalex-extracted
Mechanism Selection and Trade Formation on Swap Execution Facilities: Evidence from Index CDS
inferred← citeshttps://doi.org/10.2139/ssrn.3099895openalex-extracted
Liquidity Regimes and Optimal Dynamic Asset Allocation
inferred← citeshttps://doi.org/10.2139/ssrn.3170378openalex-extracted
Machine Learning and High-Frequency Algorithms during Batch Auctions
inferred← citeshttps://doi.org/10.2139/ssrn.3344645openalex-extracted
Dynamic Imperfectly Competitive Markets with Private Information
inferred← citeshttps://doi.org/10.2139/ssrn.3488037openalex-extracted
Dynamic Trading, Imperfect Competition and Forward Contracts
inferred← citeshttps://doi.org/10.2139/ssrn.3497001openalex-extracted
The Anatomy of Trading Algorithms
inferred← citeshttps://doi.org/10.2139/ssrn.3516199openalex-extracted
Order Splitting and Searching for a Counterparty
inferred← citeshttps://doi.org/10.2139/ssrn.3710206openalex-extracted
Equilibrium Theory of Financial Markets: Recent Developments
inferred← citeshttps://doi.org/10.2139/ssrn.3770222openalex-extracted
Mediation and Strategic Delay in Bargaining
inferred← citeshttps://doi.org/10.2139/ssrn.3805830openalex-extracted
Do Electronic Markets Improve Execution If You Cannot Identify Yourself?
inferred← citeshttps://doi.org/10.2139/ssrn.4169352openalex-extracted
Alternative Execution Priority Rules in Dark Pools
inferred← citeshttps://doi.org/10.2139/ssrn.4294336openalex-extracted
Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
inferred← citeshttps://doi.org/10.2139/ssrn.4431190openalex-extracted
Optimal Transparency in OTC Markets
inferred← citeshttps://doi.org/10.2139/ssrn.4514945openalex-extracted
Optimal Order Execution Using After-Hour Fixed-Price Trading
inferred← citeshttps://doi.org/10.2139/ssrn.4545730openalex-extracted
Anticompetitive Price Referencing
inferred← citeshttps://doi.org/10.2139/ssrn.4807520openalex-extracted
Welfare and Gains from Trade in Dark Pools
inferred← citeshttps://doi.org/10.1002/fut.22532openalex-snapshot
Cross‐Asset Tandem Trading and Extraordinary Volatility
inferred← citeshttps://doi.org/10.1002/ijfe.2630openalex-snapshot
Are lower interest rates really associated with higher growth? New empirical evidence on the interest rate thesis from 19 countries
inferred← citeshttps://doi.org/10.1007/978-3-031-97733-6_3openalex-snapshot
Price Formation in Financial Markets: A Mean-Field Game Perspective
inferred← citeshttps://doi.org/10.1016/j.finmar.2022.100734openalex-snapshot
The visible hand: benchmarks, regulation, and liquidity
inferred← citeshttps://doi.org/10.1016/j.finmar.2023.100850openalex-snapshot
Order splitting and interacting with a counterparty
inferred← citeshttps://doi.org/10.1016/j.jeca.2022.e00288openalex-snapshot
Trader positions and aggregate portfolio demand
inferred← citeshttps://doi.org/10.1016/j.jedc.2022.104377openalex-snapshot
Mediation and strategic delay in bargaining and markets
inferred← citeshttps://doi.org/10.1016/j.jedc.2025.105163openalex-snapshot
Execution risk and price improvement under dark pools
inferred← citeshttps://doi.org/10.1016/j.jfineco.2019.09.011openalex-snapshot
Liquidity regimes and optimal dynamic asset allocation
inferred← citeshttps://doi.org/10.1016/j.jfineco.2020.03.008openalex-snapshot
Swap trading after Dodd-Frank: Evidence from index CDS
inferred← citeshttps://doi.org/10.1016/j.jfineco.2022.02.001openalex-snapshot
Competition and Manipulation in Derivative Contract Markets
inferred← citeshttps://doi.org/10.1016/j.jfineco.2023.103709openalex-snapshot
When large traders create noise
inferred← citeshttps://doi.org/10.1017/s0022109018001527openalex-snapshot
Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act
inferred← citeshttps://doi.org/10.1017/s0022109019000231openalex-snapshot
A Survey of the Microstructure of Fixed-Income Markets
inferred← citeshttps://doi.org/10.1080/14697688.2017.1420209openalex-snapshot
Price impact and bursts in liquidity provision
inferred← citeshttps://doi.org/10.1093/rapstu/ray008openalex-snapshot
Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market
inferred← citeshttps://doi.org/10.1093/restud/rdaa064openalex-snapshot
Augmenting Markets with Mechanisms
inferred← citeshttps://doi.org/10.1093/rfs/hhy034openalex-snapshot
When Transparency Improves, Must Prices Reflect Fundamentals Better?
inferred← citeshttps://doi.org/10.1109/wsc40007.2019.9004708openalex-snapshot
Heterogeneous Assets Market Design
inferred← citeshttps://doi.org/10.1111/1756-2171.70040openalex-snapshot
Strategic Trading and Blockholder Dynamics
inferred← citeshttps://doi.org/10.1111/jofi.12953openalex-snapshot
Market Structure and Transaction Costs of Index CDSs
inferred← citeshttps://doi.org/10.1111/sjoe.12441openalex-snapshot
Discovering Auctions: Contributions of Paul Milgrom and Robert Wilson*
inferred← citeshttps://doi.org/10.1186/s40854-024-00613-7openalex-snapshot
Optimal liquidation using extended trading close for multiple trading days
inferred← citeshttps://doi.org/10.1257/jel.20241340openalex-snapshot
Imperfect Competition in Financial Markets: Recent Developments
inferred← citeshttps://doi.org/10.1257/mic.20180314openalex-snapshot
Connecting Disconnected Financial Markets?
inferred← citeshttps://doi.org/10.1287/mnsc.2023.00884openalex-snapshot
Vestigial Tails: Floor Brokers at the Close in Modern Electronic Markets
inferred← citeshttps://doi.org/10.1287/moor.2017.0857openalex-snapshot
A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies
inferred← citeshttps://doi.org/10.15722/jds.15.11.201711.73openalex-snapshot
A Study on Market Power in Futures Distribution
inferred← citeshttps://doi.org/10.17016/feds.2017.103openalex-snapshot
Trader Positions and Marketwide Liquidity Demand
inferred← citeshttps://doi.org/10.2139/ssrn.4978304openalex-snapshot
Do Fast Electronic Markets Improve Execution If You Cannot Identify Yourself?
inferred← citeshttps://doi.org/10.2139/ssrn.6176870openalex-snapshot
Learning in the Dark: Size-Based Execution Priority in Dark Pools under Reinforcement Learning
inferred← citeshttps://doi.org/10.70675/4e4117faz26d0z4e0dz8a94z3092e4b96ba6openalex-snapshot
Essays on Intermediation in Financial Markets
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