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SIZE AND HETEROGENEITY MATTER. A MICROSTRUCTURE-BASED ANALYSIS OF REGULATION OF SECONDARY MARKETS FOR GOVERNMENT BONDS.. (2005). Martinez-Resano, Ramon J..
In: Finance.
RePEc:wpa:wuwpfi:0508007.

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  1. An Empirical Analysis of Transparency-Related Characteristics of European and US Sovereign Bond Markets. (2006). Portes, Richard ; Moore, Michael ; Dunne, Peter.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:9/rt/06.

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References

References cited by this document

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  1. Shades of trade: Dark trading and price efficiency. (2023). Watson, Ethan D ; McBrayer, Garrett A ; Egginton, Jared F.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001954.

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  2. Nothing but noise? Price discovery across cryptocurrency exchanges. (2021). Peter, Franziska J ; Dimpfl, Thomas.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300537.

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  3. The Impact of Iceberg Orders in Limit Order Books. (2017). Frey, Stefan ; Sands, Patrik .
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:07:y:2017:i:03:n:s2010139217500070.

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  4. The dampening effect of iceberg orders on small traders’ welfare. (2017). Kovaleva, Polina ; Delaney, Laura.
    In: Annals of Finance.
    RePEc:kap:annfin:v:13:y:2017:i:4:d:10.1007_s10436-017-0304-1.

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  5. Pre-trade transparency and informed trading: Experimental evidence on undisclosed orders. (2016). Gozluklu, Arie E.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:28:y:2016:i:c:p:91-115.

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  6. The impact of reduced pre-trade transparency regimes on market quality. (2015). Iori, Giulia ; Kovaleva, Polina .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:57:y:2015:i:c:p:145-162.

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  7. Informed Trading and Market Structure. (2015). Harris, Jeffrey ; Keasey, Kevin ; Hudson, Robert S ; Cai, Charlie X.
    In: European Financial Management.
    RePEc:bla:eufman:v:21:y:2015:i:1:p:148-177.

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  8. Workup. (2014). Pancs, Romans.
    In: Review of Economic Design.
    RePEc:spr:reecde:v:18:y:2014:i:1:p:37-71.

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  9. “Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market. (2014). Bień-Barkowska, Katarzyna.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:45:y:2014:i:3:p:197-224.

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  10. The E ect of Hidden Liquidity on the Welfare of Market Order Traders. (2014). Delaney, L. ; Kovaleva, P..
    In: Working Papers.
    RePEc:cty:dpaper:8121.

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  11. Undisclosed orders and optimal submission strategies in a limit order market. (2013). Rindi, Barbara ; Buti, Sabrina .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:797-812.

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  12. On the dark side of the market: Identifying and analyzing hidden order placements. (2012). Hautsch, Nikolaus ; Huang, Ruihong.
    In: CFS Working Paper Series.
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  13. Sunshine Trading: Flashes of Trading Intent at the NASDAQ. (2012). Sojli, Elvira ; Tham, Wing Wah ; Skjeltorp, Johannes A..
    In: Tinbergen Institute Discussion Papers.
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  14. Hidden Liquidity: Determinants and Impact. (2012). Horst, Ulrich ; Cebiroglu, Gokhan .
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  15. On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements. (2012). Huang, Ruihong ; Hautsch, Nikolaus.
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  16. Sunshine trading: Flashes of trading intent at the NASDAQ. (2011). Sojli, Elvira ; Skjeltorp, Johannes ; Tham, Wing Wah.
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  17. Hidden Limit Orders and Liquidity in Order Driven Markets. (2010). Moinas, Sophie.
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  18. The value of the floor. (2010). Zhou, Xing ; Weaver, Daniel.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:35:y:2010:i:3:p:221-243.

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  19. Hidden Limit Orders and Liquidity in Order Driven Markets. (2010). Moinas, Sophie.
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  20. Hidden liquidity: An analysis of order exposure strategies in electronic stock markets. (2009). Bessembinder, Hendrik ; Panayides, Marios ; Venkataraman, Kumar.
    In: Journal of Financial Economics.
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  21. SIZE AND HETEROGENEITY MATTER. A MICROSTRUCTURE-BASED ANALYSIS OF REGULATION OF SECONDARY MARKETS FOR GOVERNMENT BONDS.. (2005). Martinez-Resano, Ramon J..
    In: Finance.
    RePEc:wpa:wuwpfi:0508007.

    Full description at Econpapers || Download paper

  22. Size and heterogeneity matter. A microstructure-based analysis of regulation of secondary markets for governments bonds. (2005). Martinez-Resano, Jose Ramon .
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