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Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets from books.google.com
... Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets, in: Journal of Financial Markets, Vol. 4, pp. 385 – 412. Griese, Knut/ Kempf, Alexander (2006): Liquiditätsdynamik am deutschen Aktienmarkt, in: Die ...
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets from books.google.com
... . Theissen , 2001 , Knowing me , knowing you : Trader anonymity and informed trading in parallel markets , Journal of Financial Markets 4 , 385-412 . Grammig , J. , and E. Theissen , 2002 , Estimating the probability of informed trading - ...
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets from books.google.com
... informed traders, Journal of Financial Economics 13, 71–100. Goel, Anand, and Anjan Thakor, 2003, Why do firms ... Knowing me, knowing you: Trader anonymity and informed trading in parallel markets, Journal of Financial Markets 4 ...
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets from books.google.com
... Knowing Me, Know You: Trader Anonymity ... Trade Disclosure Regulation in Markets with Negotiated Trades. Review of Financial Studies, 12(4): 873–900. Pagano, M. and Roell, A. (1996) Transparency and Liquidity: A CHAPTER 2 INFORMED TRADING IN ...
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets from books.google.com
... markets. Princeton University Press, Princeton Cao C, Hansch O, Wang X (2004) The information content of an open limit order book, Mimeo, available at http://ssrn.com/abstract=565324 Chanda A, Engle RF, Sokalska ME ... trading at the ...
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets from books.google.com
... Trader Anonymity : An Analysis of Insider Trading . " Journal of Financial and Quantitative Analysis 38 : 3 , 591 ... Informed Trading : An Experimental Approach to Hidden Liquidity . ” Working Paper , University of Warwick ...
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets from books.google.com
We study the impact of trader anonymity on trading behavior and price characteristics.
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets from books.google.com
... markets: an analysis of exchange listings. J Finance Quant Anal 391–424 8. Aslan H, Easley D, Hvidkjaer S, O'hara M (2011) The characteristics of informed ... Informed or Biased? Some Evidence from Listed Fund Trading 281 References.
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets from books.google.com
... Market Structure and Bid–Ask Spreads: IBIS vs Nasdaq', European Journal of Finance, 5: 51–71. Breedon, F., and Holland, A. (1998). 'Electronic versus Open Outcry Markets: The Case of the Bund Futures Contract', Bank of England. Working ...
Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets from books.google.com
... Markets , 6 , 233-257 . Easley , D , Hvidkjaer , S and O'Hara , M ( 2002 ) ... Trading : A Microstructure Approach " , Journal of Financial and ... Knowing Me , Knowing You : Trader Anonymity and Informed Trading in Parallel ...