An analysis of trade-size clustering and its relation to stealth trading

By Gordon J. Alexander, Mark Peterson. 2007

183 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d52c78b6d744b58765eb75f60853f9837b6ce65f

Citations in the corpus

• Investor Competition Over Information and the Pricing of Information Asymmetry (2011, unknown): “, Barclay and Warner 1993; Chakravarty 2001; Alexander and Peterson 2007; Anand and Chakravarty 2007). 3 As shown by Glosten and Milgrom (1985), trading costs can also be imposed on traders through bid-ask spreads (instead of price impact).”