Review of Financial Studies · 2007 · 213 citations · 66 references
BusinessBusiness EconomicsContract TheoryAsymmetric InformationInformation AsymmetryAnonymityLimit Order MarketsLimit Order TradingMarketable Limit Order
International audience
66
Information Effects on the Bid‐Ask Spread
Thomas E. Copeland, Dan Galai · The Journal of Finance · 1983 · 1.8K citations
Social Sciences, Economics, Finance +17
The Price Variability-Volume Relationship on Speculative Markets
George Tauchen, Mark Pitts · Econometrica · 1983 · 1.5K citations
Social Sciences, Economics, Finance +14
On the aggregation of information in competitive markets
Martin Hellwig · Journal of Economic Theory · 1980 · 1.3K citations
Steven C. Mann, Maureen O’Hara · The Journal of Finance · 1996 · 1.2K citations