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Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan, (2014)
Microstructure des marchés financiers : institutions, modèles et tests empiriques
Biais, Bruno, (1997)
Informed trading and market structure
Cai, Charlie X., (2015)
The profitability of block trades in auction and dealer markets
Snell, Andy, (2000)
Determinants of price quote revisions on the London Stock Exchange
Snell, Andy, (1994)
Excessive stock price dispersion : a regression test of cross-sectional volatility
Bulkley, George, (1996)