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Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?
Nawn, Samarpan, (2019)
Price Discovery Contribution of Proprietary and Agency Algorithmic Traders
Nawn, Samarpan, (2017)
The opportunity for conspiracy in asset markets organized with dealer intermediaries
Cason, Timothy N., (2000)
Agency-based asset pricing
Gorton, Gary, (2014)
Asset prices when agents are marked-to-market
Gorton, Gary, (2006)