Splitting orders

Review of Financial Studies

Volumn 10, Issue 1, 1997, Pages 69-101

  Bernhardt, Dan ^a   Hughson, Eric ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031540849     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/10.1.69     Document Type: Article

References (12)

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3. de Jong, F., T. Nijman, and A. Röell, 1994, "A Comparison of the Cost of Trading French Shares on the Paris Bourse and on SEAQ," International Center Discussion Paper, Tilburg University.
4. Denner, J., 1993, "Price Competition between Market Makers," Review of Economic Studies, 60, 735-51.
5. Easley, D., and M. O'Hara, 1987, "Prices, Trade Size and Information in Securities Markets, "Journal of Financial Economics, 19, 69-90.
6. Farrell, J., 1988, "Meaning and Credibility in Cheap-Talk Games," in M. Dempster (ed.), Mathematical Models in Economics, Oxford University Press, Oxford.
7. Glosten, L. R., 1994, "Is the Electronic Open Limit Order Book Inevitable?," Journal of Finance, 49, 1127-61.
8. Glosten, L. R., and P. Milgrom, 1985, "Bid, Ask, and Transaction Prices in a Broker Market with Heterogeneously Informed Traders," Journal of Financial Economics, 14, 71-100.
9. Ho, T., and H. Stoll, 1983, "The Dynamics of Dealer Markets Under Competition," Journal of Finance, 38, 1053-74.
10. Kyle, A., 1985, "Continuous Auctions and Insider Trading," Econometrica, 53, 1315-35.
11. Riley, J., 1979, "Informational Equilibrium," Econometrica, 47, 331-59.
12. Rochet, J. C, and J. L. Vila, 1994, "Insider Trading Without Normality," Review of Economic Studies, 61, 131-52.