1. Price Dynamics and Market Volatility: Behavioral Heterogeneity under Switching Trading Strategies on Artificial Financial Market. (2015). Rekik, Yosra Mefteh ; Boujelbene, Younes.
   In: International Journal of Financial Research.
   RePEc:jfr:ijfr11:v:6:y:2015:i:2:p:33-43.

   Full description at Econpapers || Download paper

2. Impact of information cost and switching of trading strategies in an artificial stock market. (2014). Xu, Chao ; Liu, Yi-Fang ; Zhang, Wei ; Andersen, Jorgen Vitting.
   In: Documents de travail du Centre d'Economie de la Sorbonne.
   RePEc:mse:cesdoc:14031.

   Full description at Econpapers || Download paper

3. Impact of information cost and switching of trading strategies in an artificial stock market. (2014). Xu, Hai-Chuan ; Andersen, Jorgen Vitting ; Zhang, Wei ; Liu, Yi-Fang.
   In: Post-Print.
   RePEc:hal:journl:halshs-01215947.

   Full description at Econpapers || Download paper

4. Impact of information cost and switching of trading strategies in an artificial stock market. (2014). Zhang, Wei ; Liu, Yi-Fang ; Xu, Hai-Chuan ; Andersen, Jorgen Vitting.
   In: Post-Print.
   RePEc:hal:journl:halshs-00983051.

   Full description at Econpapers || Download paper

5. Impact of information cost and switching of trading strategies in an artificial stock market. (2014). Xu, Hai-Chuan ; Andersen, Jorgen Vitting ; Zhang, Wei ; Liu, Yi-Fang .
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:halshs-01215947.

   Full description at Econpapers || Download paper

6. Impact of information cost and switching of trading strategies in an artificial stock market. (2014). Xu, Chao ; Liu, Yi-Fang ; Zhang, Wei ; Andersen, Jorgen Vitting.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:halshs-00983051.

   Full description at Econpapers || Download paper

7. Impact of information cost and switching of trading strategies in an artificial stock market. (2014). Liu, Yi-Fang ; Xu, Hai-Chuan ; Andersen, Jorgen Vitting ; Zhang, Wei.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:hal-01011701.

   Full description at Econpapers || Download paper

8. Impact of information cost and switching of trading strategies in an artificial stock market. (2014). Xu, Chao ; Liu, Yi-Fang ; Zhang, Wei ; Andersen, Jorgen Vitting.
   In: Papers.
   RePEc:arx:papers:1311.4274.

   Full description at Econpapers || Download paper

9. Learning and Evolution of Trading Strategies in Limit Order Markets. (2013). Wei, Lijian ; He, Xuezhong ; Chiarella, Carl.
   In: Research Paper Series.
   RePEc:uts:rpaper:335.

   Full description at Econpapers || Download paper

1. Admati, A. R. and Pfleiderer, P. (1988), ‘A theory of intraday patterns: Volume and price variability ’, The Review of Financial Studies 1(1), pp. 3–40.

2. Ahn, H.-J., Cai, J., Hamao, Y. and Ho, R. Y. K. (2002), ‘The components of the bid-ask spread in a limit order market: evidence from the tokyo stock exchange’, Journal of Empirical Finance 9, 399 – 430.

3. Anufriev, M. and Panchenko, V. (2009), ‘Asset prices, traders’ behavior and market design’, Journal of Economic Dynamics and Control 33, 1073–1093.

4. Anufriev, M., Arifovich, J., Ledyard, J. and Panchenko, V. (2013), ‘Efficiency of continuous double auctions under individual evolutionary learning with full or limited information’, Journal of Evolutionary Economics (in press).

5. Arifovic, J. (1994), ‘Genetic algorithm learning and the cobweb model’, Journal of Economic Dynamics and Control 18, 3–28.

6. Arifovic, J. (1996), ‘The behavior of the exchange rate in the genetic algorithm and experimental economies’, Journal of Political Economy 104, 510–541.

7. Arthur, W., Holland, H.and LeBaron, B. and Palmer, R.and Tayler, P. (1997), The Economy As An Evolving Complex System II, Addison-Wesley, chapter Asset pricing under endogenous expectations in an artificial stock market, pp. 15–44.
   Paper not yet in RePEc: Add citation now
   

8. Bloomfield, R., O’Hara, M. and Saar, G. (2005), ‘The ’make or take’ decision in an electronic market: evidence on the evolution of liquidity’, Journal of Financial Economics 75(1), 165 – 199.

9. Brock, W. and Hommes, C. (1998), ‘Heterogeneous beliefs and routes to chaos in a simple asset pricing model’, Journal of Economic Dynamics and Control 22, 1235–1274.

10. Brockman, P. and Chung, D. Y. (1999), ‘Bid-ask spread components in an order-driven environment. ’, Journal of Financial Research 22(2), 227 – 246.

11. Chan, N. T., LeBaron, B. D., Lo, A. and Poggio, T. (2001), Agent-based models of financial markets: A comparison with experimental markets, Working paper, MIT Sloan.
    Paper not yet in RePEc: Add citation now
    
12. Chen, S.-H. (2002), Genetic algorithms and genetic programming in computational finance, Kluwer, Boston,MA.
    Paper not yet in RePEc: Add citation now
    

13. Chiarella, C. (1992), ‘The dynamics of speculative behaviour’, Annals of Operations Research 37, 101–123.

14. Chiarella, C. and Iori, G. (2002), ‘A simple microstructure model of double auction markets’, Quantitative Finance 2, 346–353.

15. Chiarella, C., Dieci, R. and He, X. (2009), Heterogeneity, Market Mechanisms and Asset Price Dynamics, Elsevier, pp. 277–344. in Handbook of Financial Markets: Dynamics and Evolution, Eds. Hens, T. and K.R. Schenk-Hoppe.

16. Chiarella, C., Iori, G. and Perell`o, J. (2009), ‘The impact of heterogeneous trading rules on the limit order book and order flows’, Journal of Economic Dynamics and Control 33(3), 525 – 537.

17. De Jong, F., Nijman, T. and Roell, A. (1996), ‘Price effects of trading and components of the bid-ask spread on the Paris bourse’, Journal of Empirical Finance 3(2), 193 – 213.

18. Easley, D. and O’Hara, M. (1987), ‘Price, trade size, and information in securities markets’, Journal of Financial Economics 19(1), 69 – 90.

19. Gil-Bazo, J., Moreno, D. and Tapia, M. (2007), ‘Price dynamics, informational efficiency and wealth distribution in continuous double auction markets’, Computational Intelligence 23, 176–196.

20. Glosten, L. and Milgrom, P. (1985), ‘Bid, ask, and transaction prices in a specialist market with heterogeneously informed traders’, Journal of Financial Economics 21, 123–144.

21. Glosten, L. R. (1994), ‘Is the electronic open limit order book inevitable?.’, Journal of Finance 49(4), 1127 – 1161.

22. Goettler, R. L., Parlour, C. A. and Rajan, U. (2005), ‘Equilibrium in a dynamic limit order market’, Journal of Finance 10, 2149–2192.

23. Goettler, R. L., Parlour, C. A. and Rajan, U. (2009), ‘Informed traders and limit order markets’, Journal of Financial Economics 93(1), 67–87.

24. Gould, M., Porter, M., Williams, S., Fenn, D. and Howison, S. D. (2012), Limit order books, Working paper, Oxford University.
    Paper not yet in RePEc: Add citation now
    
25. Holland, J. H. (1975), Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence, University of Michigan Press, Ann Arbor, MI.
    Paper not yet in RePEc: Add citation now
    

26. Hollifield, B., Miller, R. A., Sandas, P. and Slive, J. (2006), ‘Estimating the gains from trade in limit-order markets’, The Journal of Finance 61(6), 2753–2804.

27. Hommes, C. (2006), Heterogeneous Agent Models in Economics and Finance, Vol. 2 of Handbook of Computational Economics, North-Holland, pp. 1109–1186. in Agent-based Computational Economics, Eds. Tesfatsion, L. and K.L. Judd.

28. Kaniel, R. and Liu, H. (2006), ‘What orders do informed traders used?’, Journal of Business 79, 1867–1913.
    Paper not yet in RePEc: Add citation now
    

29. Kluger, B. D. and McBride, M. E. (2011), ‘Intraday trading patterns in an intelligent autonomous agent-based stock market’, Journal of Economic Behavior & Organization 79(3), 226 – 245.

30. Kyle, A. (1985), ‘Continuous auctions and insider trading’, Econometrica 53(6), 1315–1335.

31. LEARNING AND INFORMATION DISSEMINATION 37 Farmer, J. D., Patelli, P., Zovko, I. and Arrow, K. (2005), ‘The predictive power of zero intelligence in financial markets’, Proceedings of the National Academy of Sciences of the United States of America 102(6), 2254–2259.

32. LeBaron, B. (2006), Agent-based Computational Finance, Vol. 2 of Handbook of Computational Economics, North-Holland, pp. 1187–1233. in Agent-based Computational Economics, Eds. Tesfatsion, L. and K.L. Judd.

33. LiCalzi, M and Pellizzari, P. (2003), ‘Fundamentalists clashing over the book: a study of orderdriven stock markets’, Quantitative Finance 3, 470–480.

34. Lux, T. (1995), ‘Herd behaviour, bubbles and crashes’, Economic Journal 105, 881–896.

35. Lux, T. (2009), Stochastic Behavioural Asset Pricing and Stylized Facts, Elsevier, pp. 161–215. in Handbook of Financial Markets: Dynamics and Evolution, Eds. Hens, T. and K.R. SchenkHoppe.
    Paper not yet in RePEc: Add citation now
    

36. Menkhoff, L., Osler, C. L. and Schmeling, M. (2010), ‘Limit-order submission strategies under asymmetric information’, Journal of Banking & Finance 34, 2665–2677.

37. Noe, T. H., Rebello, M. J. and Wang, J. (2003), ‘Corporate financing: an artificial agent-based analysis’, Journal of Finance 58, 943–973.
    Paper not yet in RePEc: Add citation now
    

38. Noe, T. H., Rebello, M. J. and Wang, J. (2006), ‘The evolution of security designs’, Journal of Finance 61, 2103–2135.

39. O’Hara, M. (2001), Overview: Market structure issues in market liquidity, in ‘Market liquidity: proceedings of a workshop held at the BIS’, BIS Papers.
    Paper not yet in RePEc: Add citation now
    
40. Routledge, B. (1999), ‘Adaptive learning in financial markets’, Review of Financial Studies 12, 1165–1202.
    Paper not yet in RePEc: Add citation now
    

41. Routledge, B. (2001), ‘Genetic algorithm learning to choose and use information’, Macroeconomic Dynamics 5, 303–325.

42. Ruchti, T. G. (2012), Estimating an equilibrium model of limit order markets, Working paper, Division of Humanities and Social Sciences, Caltech.
    Paper not yet in RePEc: Add citation now
    
43. Seppi, D. J. (1994), ‘Liquidity provision with limit orders and a strategic specialist’, Review of Financial Studies 10, 103–150.
    Paper not yet in RePEc: Add citation now
    

44. Theissen, E. (2000), ‘Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets’, Journal of Financial Markets 3(4), 333–363.

45. Wang, C. F., Zhang, Y. N. and Fang, Z. M. (2009), ‘Intraday features of the dynamic relationship between informed trading probability and trading activity’, Systems Engineering (in Chinese) 27(7), 7–13.
    Paper not yet in RePEc: Add citation now
    
46. Wei, L., Zhang, W., He, X. and Zhang, Y. (2013), Stylized facts and learning effect in an artificial limit order market, Working paper, Quantitative Finance Research Central (QFRC), University of Technolgy, Sydney.
    Paper not yet in RePEc: Add citation now
    
47. Xu, M. and Liu, S. C. (2009), ‘The probability of informed trading in different informed traders and noise issue’, Systems Engineering (in Chinese) 27(6), 31–37.
    Paper not yet in RePEc: Add citation now
    

1. A Dynamic Model of the Limit Order Book. (2009). Rosu, Ioanid.
   In: Review of Financial Studies.
   RePEc:oup:rfinst:v:22:y:2009:i:11:p:4601-4641.

   Full description at Econpapers || Download paper

2. Where is the Market? Evidence from Cross-Listings in the U.S.. (2006). Zechner, Josef ; Pagano, Marco ; Halling, Michael ; Randl, Otto .
   In: CSEF Working Papers.
   RePEc:sef:csefwp:129.

   Full description at Econpapers || Download paper

3. The Impact of the Suspension of Opening and Closing Call. (2005). Green, Christopher ; Camilleri, Silvio.
   In: Finance.
   RePEc:wpa:wuwpfi:0506006.

   Full description at Econpapers || Download paper

4. Optimal Trading Strategy and Supply/Demand Dynamics. (2005). Obizhaeva, Anna ; Wang, Jiang.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:11444.

   Full description at Econpapers || Download paper

5. Foreign Direct Investment vs. Foreiegn Portfolio Investment. (2005). Razin, Assaf ; Goldstein, Itay.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:11047.

   Full description at Econpapers || Download paper

6. Valutation, Liquidity and Risk in Government Bond Markets. (2005). von Thadden, Ernst-Ludwig ; Pagano, Marco ; Favero, Carlo.
   In: Working Papers.
   RePEc:igi:igierp:281.

   Full description at Econpapers || Download paper

7. Explaining cross-border large-value payment flows: evidence from TARGET and EURO 1 data. (2005). Secola, Stefania ; Rosati, Simonetta .
   In: Working Paper Series.
   RePEc:ecb:ecbwps:2005443.

   Full description at Econpapers || Download paper

8. Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?. (2005). King, Michael ; Padalko, Maksym.
   In: Staff Working Papers.
   RePEc:bca:bocawp:05-3.

   Full description at Econpapers || Download paper

9. The Impact of the Suspension of Opening and Closing Call. (2004). Green, Christopher ; Camilleri, Silvio.
   In: Finance.
   RePEc:wpa:wuwpfi:0411012.

   Full description at Econpapers || Download paper

10. A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange. (2004). Ekinci, Cumhur.
    In: Finance.
    RePEc:wpa:wuwpfi:0305006.

    Full description at Econpapers || Download paper

11. Cancellation and Uncertainty Aversion on Limit Order Books. (2004). Large, Jeremy.
    In: Economics Papers.
    RePEc:nuf:econwp:045.

    Full description at Econpapers || Download paper

12. Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off. (2004). Kamstra, Mark ; Donaldson, Glen.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-6.

    Full description at Econpapers || Download paper

13. High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market. (2004). Tyurin, Konstantin.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:579.

    Full description at Econpapers || Download paper

14. Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas. (2004). Heinen, Andréas ; Rengifo, Erick .
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:755.

    Full description at Econpapers || Download paper

15. The Effects of Economic News on Bond Market Liquidity. (2004). D'Souza, Chris ; Gaa, Charles.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-16.

    Full description at Econpapers || Download paper

16. Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media. (2003). Schuster, Thomas.
    In: Finance.
    RePEc:wpa:wuwpfi:0307014.

    Full description at Econpapers || Download paper

17. Futures trading activity and stock price volatility: some extensions. (2003). Song, Frank ; Chatrath, A. ; Adrangi, B..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:9:p:655-664.

    Full description at Econpapers || Download paper

18. The role of information in Hong Kong individual stock futures trading. (2003). McKenzie, M. D. ; Brooks, R. D..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:2:p:123-131.

    Full description at Econpapers || Download paper

19. An Information-Based Trade Off Between Foreign Direct Investment and Foreign Portfolio Investment: Volatility, Transparency, and Welfare. (2003). Razin, Assaf ; Goldstein, Itay.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9426.

    Full description at Econpapers || Download paper

20. Presión sobre los precios en las revisiones del índice IBEX35. (2003). Gomez Sala, Juan ; Yzaguirre, Jorge.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:27:y:2003:i:3:p:491-531.

    Full description at Econpapers || Download paper

21. Limit Order Book as a Market for Liquidity. (2003). Kandel, Eugene ; Foucault, Thierry ; Kadan, Ohad.
    In: Discussion Paper Series.
    RePEc:huj:dispap:dp321.

    Full description at Econpapers || Download paper

22. Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0017.

    Full description at Econpapers || Download paper

23. The use of flow analysis in foreign exchange: exploratory evidence. (2003). Menkhoff, Lukas ; Gehrig, Thomas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-276.

    Full description at Econpapers || Download paper

24. When is inter-transaction time informative?. (2003). Furfine, Craig .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-03-04.

    Full description at Econpapers || Download paper

25. Transmission of information across international equity markets. (2003). Wongswan, Jon.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:759.

    Full description at Econpapers || Download paper

26. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:502.

    Full description at Econpapers || Download paper

27. Time-Varying Arrival Rates of Informed and Uninformed Trades. (2002). Wu, Liuren ; Engle, Robert ; Easley, David.
    In: Finance.
    RePEc:wpa:wuwpfi:0207017.

    Full description at Econpapers || Download paper

28. Stealth-Trading: Which Traders Trades Move Stock Prices?. (2002). Chakravarty, Sugato.
    In: Finance.
    RePEc:wpa:wuwpfi:0201003.

    Full description at Econpapers || Download paper

29. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?. (2002). Chakravarty, Sugato ; Frederick H. deB. Harris, ; Wood, Robert A. ; Frederick H. deB. Harris, .
    In: Econometrics.
    RePEc:wpa:wuwpem:0201003.

    Full description at Econpapers || Download paper

30. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8816.

    Full description at Econpapers || Download paper

31. The market for ADRs and the quality of the Brazilian stock market. (2001). Sanvicente, Antonio.
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_42.

    Full description at Econpapers || Download paper

32. FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets. (2000). Rime, Dagfinn ; Bjonnes, H..
    In: Memorandum.
    RePEc:hhs:osloec:2000_029.

    Full description at Econpapers || Download paper

33. The role of financial reporting in reducing financial risks in the market. (2000). KOTHARI, S. P..
    In: Conference Series ; [Proceedings].
    RePEc:fip:fedbcp:y:2000:i:jun:p:89-112:n:44.

    Full description at Econpapers || Download paper

34. Durations, Volume and the Prediction of Financial Returns in Transaction Time. (2000). Hafner, Christian.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0599.

    Full description at Econpapers || Download paper

35. Private Information and Trade Timing. (2000). Smith, Lones.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:4:p:1012-1018.

    Full description at Econpapers || Download paper

36. Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions. (1999). Hautsch, Nikolaus.
    In: Finance.
    RePEc:wpa:wuwpfi:9904002.

    Full description at Econpapers || Download paper

37. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. (1999). Wong, Woon ; Copeland, Laurence.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:5:y:1999:i:2:p:123-139.

    Full description at Econpapers || Download paper

38. The Market Microstructure of Central Bank Intervention. (1999). Dominguez, Kathryn.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7337.

    Full description at Econpapers || Download paper

39. Intervention as information: a survey. (1999). Humpage, Owen ; Baillie, Richard ; Osterberg, William P..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9918.

    Full description at Econpapers || Download paper

40. Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey R..
    In: CRSP working papers.
    RePEc:wop:chispw:470.

    Full description at Econpapers || Download paper

41. An analysis of brokers trading with applications to order flow internalization and off-exchange sales. (1998). Sarkar, Asani ; Chakravarty, Sugato.
    In: Research Paper.
    RePEc:fip:fednrp:9813.

    Full description at Econpapers || Download paper

42. Is There Private Information in the FX Market? The Tokyo Experiment.. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
    In: Research Program in Finance Working Papers.
    RePEc:ucb:calbrf:rpf-270.

    Full description at Econpapers || Download paper

43. Is There Private Information in the FX Market? The Tokyo Experiment. (1997). Melvin, Michael ; Lyons, Richard ; Ito, Takatoshi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5936.

    Full description at Econpapers || Download paper

44. Trading Volume and Autocorrelation: Empirical Evidence from the Stockholm Stock Exchange. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0191.

    Full description at Econpapers || Download paper

45. Is there private information in the FX market? the Tokyo experiment. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
    In: Pacific Basin Working Paper Series.
    RePEc:fip:fedfpb:97-04.

    Full description at Econpapers || Download paper

46. Public Information Arrival, Exchange Rate Volatility, and Quote Frequency. (1996). Melvin, Michael ; Yin, Xixi.
    In: Working Papers.
    RePEc:wop:astewp:9601.

    Full description at Econpapers || Download paper

47. Dynamic Equilibrium and Volatility in Financial Asset Markets. (1996). Ait-Sahalia, Yacine.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5479.

    Full description at Econpapers || Download paper

48. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
    In: Finance.
    RePEc:wpa:wuwpfi:9507009.

    Full description at Econpapers || Download paper

49. Long-Lived Information and Intraday Patterns. (1995). Back, Kerry ; Pedersen, Hal.
    In: Finance.
    RePEc:wpa:wuwpfi:9507008.

    Full description at Econpapers || Download paper

50. An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange. (1995). Niemeyer, Jonas ; Sands, Patrik .
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0044.

    Full description at Econpapers || Download paper

Report date: 2025-02-26 08:06:33 || Missing content? Let us know