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Reporting delays and the information content of off-market trades
Frino, Alex, (2022)
A composite indicator of sovereign bond market liquidity in the euro area
Poli, Riccardo, (2021)
Chapter 17 Microstructure and asset pricing
Easley, David, (2003)
When it's not the only game in town : the effect of bilateral search on the quality of a dealer market
Lamoureux, Christopher G., (1997)
Call and continuous trading mechanisms under asymmetric information : an experimental investigation
Schnitzlein, Charles R., (1996)
Price formation and market quality when the number and presence of insiders is unknown
Schnitzlein, Charles R., (2002)