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Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets. (2020). Pinter, Gabor ; Czech, Robert.
In: Discussion Papers.
RePEc:cfm:wpaper:2032.

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Cited: 6

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Cites: 81

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Cocites: 55

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  1. Relationship discounts incorporate bond trading. (2023). Schrimpf, Andreas ; Jurkatis, Simon ; Vause, Nicholas ; Todorov, Karamfil.
    In: BIS Working Papers.
    RePEc:bis:biswps:1140.

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  2. Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0970.

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  3. Size Discount and Size Penalty Trading Costs in Bond Markets. (2021). Pinter, Gabor ; Zou, Junyuan ; Wang, Chaojun.
    In: Discussion Papers.
    RePEc:cfm:wpaper:2114.

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    RePEc:eee:eneeco:v:43:y:2014:i:c:p:158-165.

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  41. A dynamic intraday measure of the probability of informed trading and firm-specific return variation. (2014). Chang, Sanders ; Wang, Albert F..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:80-94.

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  42. The price impact of options and futures volume in after-hours stock market trading. (2013). Hsieh, Pei-Fang ; Chang, Chuang-Chang ; Lai, Hung-Neng .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:21:y:2013:i:1:p:984-1007.

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  43. The relation of trade size and price contribution in a traditional foreign exchange brokered market. (2013). Liu, Hao-Chen ; Ligon, James A..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:21:y:2013:i:1:p:1024-1045.

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  44. Trade size clustering and the cost of trading at the London Stock Exchange. (2013). Verousis, Thanos ; ap Gwilym, Owain.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:27:y:2013:i:c:p:91-102.

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  45. The effectiveness of the order-splitting strategy: an analysis of unique data. (2012). Ryu, Doojin.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:6:p:541-549.

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  46. Which traders order-splitting strategy is effective? The case of an index options market. (2012). Kim, Hyeyoen ; Ryu, Doojin.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:17:p:1683-1692.

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  47. When size matters: Clustering in the European Carbon Market. (2012). Tornero, angel Pardo ; Palao, Fernando .
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2012-10.

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  48. Are Market Center Trading Cost Measures Reliable?. (2012). wu, fei ; Garvey, Ryan.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:62:y:2012:i:6:p:505-517.

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  49. Short sales, stealth trading, and the suspension of the uptick rule. (2012). Blau, Benjamin ; Brough, Tyler J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:1:p:38-48.

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  50. Informed and uninformed traders at work: evidence from the French market. (2010). Ferriani, Fabrizio.
    In: MPRA Paper.
    RePEc:pra:mprapa:24487.

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  51. Empirical regularities of opening call auction in Chinese stock market. (2010). Ren, Fei ; Ni, Xiao-Hui ; Chen, Wei ; Zhou, Wei-Xing ; Gu, Gao-Feng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:2:p:278-286.

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  52. Strategic trading in the wrong direction by a large institutional insider. (2010). Giambona, Erasmo ; Golec, Joseph.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:1:p:1-22.

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  53. Information and trade sizes: The case of short sales. (2009). Blau, Benjamin ; Van Ness, Robert A..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:4:p:1371-1388.

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  54. INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME?. (2009). Blau, Benjamin ; Van Ness, Bonnie F..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:32:y:2009:i:1:p:1-21.

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