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Price Discovery Contribution of Proprietary and Agency Algorithmic Traders
Nawn, Samarpan, (2017)
Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?
Nawn, Samarpan, (2019)
Identifying Informed Traders in Futures Markets
Fishe, Raymond P. H., (2011)
Security Price Informativeness with Delegated Traders
Gorton, Gary, (2009)
Agency-Based Asset Pricing
Gorton, Gary, (2011)
Asset Prices When Agents are Marked-to-Market
Gorton, Gary, (2010)