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Three Essays on Informed Trading

https://doi.org/10.2139/ssrn.2310952
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Consolidation, Fragmentation, and the Disclosure of Trading Information
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Island Goes Dark: Transparency, Fragmentation, and Regulation
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Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges
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The World Price of Insider Trading
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Information Effects on the Bid-Ask Spread
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A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
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Liquidity and Market Structure
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Inferring Trade Direction from Intraday Data
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Measuring the Information Content of Stock Trades
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An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks
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Algorithmic Trading and Information
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Fragmentation, Competition and Market Quality: A Post-Mifid Analysis
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Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges
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Regulation NMS and Market Quality
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