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Do Fast Electronic Markets Improve Execution If You Cannot Identify Yourself?
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0022-0531(80)90056-3openalex-snapshot
On the aggregation of information in competitive markets
inferredcites →https://doi.org/10.1016/0022-0531(86)90024-4openalex-snapshot
Foundations of dynamic monopoly and the coase conjecture
inferredcites →https://doi.org/10.1016/j.finmar.2012.09.001openalex-snapshot
Optimal trading strategy and supply/demand dynamics
inferredcites →https://doi.org/10.1016/j.jfineco.2016.02.011openalex-snapshot
Liquidity, resiliency and market quality around predictable trades: Theory and evidence
inferredcites →https://doi.org/10.1016/j.jfineco.2021.08.022openalex-snapshot
Strategic fragmented markets
inferredcites →https://doi.org/10.1016/j.jfineco.2024.103807openalex-snapshot
Siphoned apart: A portfolio perspective on order flow segmentation
inferredcites →https://doi.org/10.1016/j.jfineco.2024.103860openalex-snapshot
The Passive-Ownership Share Is Double What You Think It Is
inferredcites →https://doi.org/10.1016/j.jfineco.2024.103901openalex-snapshot
Block trade contracting
inferredcites →https://doi.org/10.1016/s1386-4181(97)00012-8openalex-snapshot
Optimal control of execution costs
inferredcites →https://doi.org/10.1093/restud/rdx006openalex-snapshot
What Is the Optimal Trading Frequency in Financial Markets?
inferredcites →https://doi.org/10.1093/rfs/4.3.443openalex-snapshot
Sunshine Trading and Financial Market Equilibrium
inferredcites →https://doi.org/10.1093/rfs/hht078openalex-snapshot
Do Dark Pools Harm Price Discovery?
inferredcites →https://doi.org/10.1093/rfs/hhz007openalex-snapshot
Blockchain Disruption and Smart Contracts
inferredcites →https://doi.org/10.1111/0022-1082.00321openalex-snapshot
Strategic Trading in a Dynamic Noisy Market
inferredcites →https://doi.org/10.1111/0022-1082.00375openalex-snapshot
Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges
inferredcites →https://doi.org/10.1111/j.1467-937x.2007.00457.xopenalex-snapshot
Capacity Choice Counters the Coase Conjecture
inferredcites →https://doi.org/10.1111/j.1468-0262.2004.00497.xopenalex-snapshot
Information in Securities Markets: Kyle Meets Glosten and Milgrom
inferredcites →https://doi.org/10.1111/j.1468-0262.2004.00531.xopenalex-snapshot
Price Manipulation and Quasi-Arbitrage
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05081.xopenalex-snapshot
Equilibrium Block Trading and Asymmetric Information
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00822.xopenalex-snapshot
Financial Market Design and the Equity Premium: Electronic versus Floor Trading
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01235.xopenalex-snapshot
Reputation Effects in Trading on the New York Stock Exchange
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01274.xopenalex-snapshot
Episodic Liquidity Crises: Cooperative and Predatory Trading
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01624.xopenalex-snapshot
Does Algorithmic Trading Improve Liquidity?
inferredcites →https://doi.org/10.1257/aer.20220357openalex-snapshot
Smart Contracts and the Coase Conjecture
inferredcites →https://doi.org/10.1287/mnsc.2020.3608openalex-snapshot
Do High-Frequency Traders Anticipate Buying and Selling Pressure?
inferredcites →https://doi.org/10.1287/mnsc.2021.4022openalex-snapshot
Principal Trading Arrangements: When Are Common Contracts Optimal?
inferredcites →https://doi.org/10.21314/jor.2001.041openalex-snapshot
Optimal execution of portfolio transactions
inferredcites →https://doi.org/10.2139/ssrn.243104openalex-snapshot
Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges
inferredcites →https://doi.org/10.2139/ssrn.470766openalex-snapshot
Financial Market Design and Equity Premium: Electronic Versus Floor Trading
inferredcites →https://doi.org/10.2139/ssrn.686168openalex-snapshot
Optimal Trading Strategy and Supply/Demand Dynamics
inferredcites →https://doi.org/10.2307/2297551openalex-snapshot
Informed Speculation with Imperfect Competition
inferredcites →https://doi.org/10.2307/3003511openalex-snapshot
Rational Expectations and Durable Goods Pricing
inferredcites →https://doi.org/10.2469/faj.v54.n4.2198openalex-snapshot
The Cost of Institutional Equity Trades
inferredcites →https://doi.org/10.3982/ecta7884openalex-snapshot
Insider Trading With a Random Deadline
inferredcites →https://doi.org/10.7916/d8765r99openalex-snapshot
On the Impossibility of Informationally Efficient Markets
inferredcites →https://doi.org/10.7916/d8df6qp5openalex-snapshot
The New Stock Market: Sense and Nonsense
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