Anonymity in securities markets
Data up to Jan 2025
Total Citations Per Year
Abstract
References (18)
Continuous Auctions and Insider Trading
1985 • 9,651 citations
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
1985 • 6,148 citations
A Theory of Intraday Patterns: Volume and Price Variability
1988 • 3,251 citations
Price, trade size, and information in securities markets
1987 • 2,249 citations
A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets
1990 • 818 citations
A Theory of Trading in Stock Index Futures
1991 • 579 citations
Insider Trading, Liquidity, and the Role of the Monopolist Specialist
1989 • 550 citations
Sunshine Trading and Financial Market Equilibrium
1991 • 259 citations
Divide and Conquer: A Theory of Intraday and Day-of-the-Week Mean Effects
1989 • 211 citations
Dual-capacity trading and the quality of the market
1990 • 159 citations
Dual Trading in Futures Markets
1992 • 144 citations
The Mandatory Disclosure of Trades and Market Liquidity
1995 • 142 citations
Futures Manipulation with "Cash Settlement"
1992 • 99 citations
The mechanics of automated trade execution systems
1990 • 69 citations
Intraday trade in dealership markets
2002 • 43 citations
Equilibrium Exchanges
1995 • 35 citations
Security Prices and Market Transparency
1991 • 7 citations
FUTURE MANIPULATION WITH "CASH SETTLEMENT"
1990 • 5 citations