SCOPUS 정보 검색 플랫폼

Volumn 40, Issue 3, 2005, Pages 465-492

Packaging liquidity: Blind auctions and transaction efficiencies

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Indexed keywords

EID: 25644461091 PISSN: 00221090 EISSN: None Source Type: Journal
DOI: 10.1017/s0022109000001836 Document Type: Article

Times cited : (18)

References (11)

1
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- Unpubl. Working Paper, Univ. of Chicago
- Axelson, U. "Pooling, Splitting and Security Design in the Auctioning of Financial Assets." Unpubl. Working Paper, Univ. of Chicago (1999).
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- Axelson, U.¹

3
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- Eighths, sixteenths and market depth: Changes in tick size and liquidity provision on the NYSE
- Goldstein, M., and K. Kavajecz. "Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the NYSE." Journal of Financial Economics, 56 (2000), 125-149.
- (2000) Journal of Financial Economics , vol.56 , pp. 125-149
- Goldstein, M.¹ Kavajecz, K.²

4
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- Security baskets and index-linked securities
- Gorton, G., and G. Pennacchi. "Security Baskets and Index-Linked Securities." Journal of Business, 66 (1993), 1-27.
- (1993) Journal of Business , vol.66 , pp. 1-27
- Gorton, G.¹ Pennacchi, G.²

5
- 21344483536
- Minimum price variations, discrete bid-ask spreads, and quotation sizes
- Harris, L. "Minimum Price Variations, Discrete Bid-Ask Spreads, and Quotation Sizes." Review of Financial Studies, 1 (1994), 149-178.
- (1994) Review of Financial Studies , vol.1 , pp. 149-178
- Harris, L.¹

6
- 0030191637
- Dealer versus auction markets: A paired comparison of execution costs on nasdaq and the NYSE
- Huang, R., and H. Stoll. "Dealer versus Auction Markets: A Paired Comparison of Execution Costs on Nasdaq and the NYSE." Journal of Financial Economics, 41 (1996), 313-357.
- (1996) Journal of Financial Economics , vol.41 , pp. 313-357
- Huang, R.¹ Stoll, H.²

7
- 0003256425
- Sixteenths: Direct evidence on institutional execution costs
- Jones, C., and M. Lipson. "Sixteenths: Direct Evidence on Institutional Execution Costs." Journal of Financial Economics, 59 (2001), 253-278.
- (2001) Journal of Financial Economics , vol.59 , pp. 253-278
- Jones, C.¹ Lipson, M.²

8
- 0031498263
- Transactions costs and investment style: An inter-exchange analysis of institutional equity trades
- Keim, D., and A. Madhavan. "Transactions Costs and Investment Style: An Inter-Exchange Analysis of Institutional Equity Trades." Journal of Financial Economics, 46 (1997), 265-292.
- (1997) Journal of Financial Economics , vol.46 , pp. 265-292
- Keim, D.¹ Madhavan, A.²

9
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- Inferring trade direction from intra-day data
- Lee, C., and M. Ready. "Inferring Trade Direction from Intra-Day Data." Journal of Finance, 46 (1991), 733-746.
- (1991) Journal of Finance , vol.46 , pp. 733-746
- Lee, C.¹ Ready, M.²

10
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- Information, trade and common knowledge
- Milgrom, P., and N. Stokey. "Information, Trade and Common Knowledge." Journal of Economic Theory, 26(1982), 17-27.
- (1982) Journal of Economic Theory , vol.26 , pp. 17-27
- Milgrom, P.¹ Stokey, N.²

11
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- Equilibrium in competitive insurance markets
- Rothschild, M., and J. Stiglitz. "Equilibrium in Competitive Insurance Markets." Quarterly Journal of Economics, 90 (1977), 629-649.
- (1977) Quarterly Journal of Economics , vol.90 , pp. 629-649
- Rothschild, M.¹ Stiglitz, J.²

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