Previous articleNext article No AccessAssessing the Costs of Regulation: The Case of Dual TradingTom Smith and Robert E. WhaleyTom Smith Search for more articles by this author and Robert E. Whaley Search for more articles by this author PDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by The Journal of Law and Economics Volume 37, Number 1Apr., 1994 Sponsored by The University of Chicago Booth School of Business and The University of Chicago Law School Article DOIhttps://doi.org/10.1086/467312 Views: 6Total views on this site Citations: 15Citations are reported from Crossref Copyright 1994 The University of ChicagoPDF download Crossref reports the following articles citing this article:Yu-Chuan Huang Determinants of Trading Costs, (Aug 2013): 231–251.https://doi.org/10.1002/9781118681145.ch13Dirk Schiereck, Christian Voigt Dual Traders in Fully Anonymous Stock Markets, Iceberg Orders, and Liqudity Provision, The Journal of Trading 3, no.44 (Jan 2008): 24–46.https://doi.org/10.3905/jot.2008.3.4.24Alexander Kurov Execution quality in open-outcry futures markets, Journal of Futures Markets 25, no.1111 (Jan 2005): 1067–1092.https://doi.org/10.1002/fut.20176Nicolas P.B. Bollen, Tom Smith, Robert E. Whaley Modeling the bid/ask spread: measuring the inventory-holding premium, Journal of Financial Economics 72, no.11 (Apr 2004): 97–141.https://doi.org/10.1016/S0304-405X(03)00169-7Nicolas P. B. Bollen, Tom Smith, Robert E. Whaley Optimal contract design: For whom?, Journal of Futures Markets 23, no.88 (Jun 2003): 719–750.https://doi.org/10.1002/fut.10086Sugato Chakravarty, Kai Li An examination of own account trading by dual traders in futures markets, Journal of Financial Economics 69, no.22 (Aug 2003): 375–397.https://doi.org/10.1016/S0304-405X(03)00117-XStephen F. Gray, Tom Smith, Robert E. Whaley Stock splits: implications for investor trading costs, Journal of Empirical Finance 10, no.33 (May 2003): 271–303.https://doi.org/10.1016/S0927-5398(02)00049-XSugato Chakravarty, Kai Li A Bayesian analysis of dual trader informativeness in futures markets, Journal of Empirical Finance 10, no.33 (May 2003): 355–371.https://doi.org/10.1016/S0927-5398(02)00051-8Sugato Chakravarty, Kai NMI2 Li A Bayesian Analysis of Dual Trader Informativeness in Futures Markets, SSRN Electronic Journal (Jan 2002).https://doi.org/10.2139/ssrn.316571Sugato Chakravarty, Kai NMI2 Li An Examination of Own Account Trading By Dual Traders in Futures Markets, SSRN Electronic Journal (Jan 2002).https://doi.org/10.2139/ssrn.316573Nicolas P.B. Bollen, Robert E. Whaley, Tom M. Smith Modeling the Bid/ask Spread: Measuring the Inventory-holding Premium, SSRN Electronic Journal (Jan 2002).https://doi.org/10.2139/ssrn.336242Christine A Brown The successful redenomination of a futures contract: The case of the Australian all ordinaries share price index futures contract, Pacific-Basin Finance Journal 9, no.11 (Jan 2001): 47–64.https://doi.org/10.1016/S0927-538X(00)00037-8Asani Sarkar, Peter R. Locke, Lifan Wu Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence From Dual Trading Restrictions, SSRN Electronic Journal (Jan 1998).https://doi.org/10.2139/ssrn.138971Asani Sarkar, Sugato Chakravarty A General Analysis of Brokers' Trading, With Applications to Order Flow Internalization and Off-Exchange Block Sales, SSRN Electronic Journal (Jan 1998).https://doi.org/10.2139/ssrn.93689Craig Pirrong Market liquidity and depth on computerized and open outcry trading systems: A comparison of DTB and LIFFE bund contracts, Journal of Futures Markets 16, no.55 (Aug 1996): 519–543.https://doi.org/10.1002/(SICI)1096-9934(199608)16:5<519::AID-FUT2>3.0.CO;2-J
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