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Anonymity, adverse selection and the sorting of interdealer trades
Reiss, Peter C., (2003)
Anonymity, addverse selection, and the sorting of interdealer trades
Reiss, Peter C., (2005)
Quote competitiveness, 100-share quotes, and decimalization
Tang, Ning, (2011)
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan, (1998)
Koopman, Siem Jan, (1999)
The price impact of options and futures volume in after-hours stock market trading
Chang, Chuang-chang, (2013)