Multimarket Trading and Market Liquidity
Data up to Jan 2025
Total Citations Per Year
Abstract
References (15)
Continuous Auctions and Insider Trading
1985 • 9,651 citations
A Theory of Intraday Patterns: Volume and Price Variability
1988 • 3,251 citations
Transmission of Volatility between Stock Markets
1990 • 1,508 citations
Trading Volume and Asset Liquidity
1989 • 663 citations
A Theory of Trading in Stock Index Futures
1991 • 579 citations
Insider Trading and the Efficiency of Stock Prices
1992 • 459 citations
Consolidation, Fragmentation, and Market Performance
1987 • 229 citations
Liquidity and execution costs in equity markets
1988 • 227 citations
Market Making and the Changing Structure of the Securities Industry
1985 • 140 citations
The Microstructure of Securities Markets
1986 • 133 citations
Marketplace Fragmentation, Competition, and the Efficiency of the Stock Exchange
1979 • 120 citations
Trading Costs, Liquidity, and Asset Holdings
1991 • 50 citations
THE INFORMATION ROLE OF UPSTAIRS AND DOWNSTAIRS TRADING
1990 • 41 citations
Impending Changes for Securities Markets: What Role for the Exchanges?
1980 • 17 citations
Information And Index Arbitrage
1990 • 7 citations