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Friederich, Sylvain and Payne, Richard (2002) Dealer liquidity in an auction market: evidence fom the London Stock Exchange. Financial Markets Group Discussion Papers (427). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Friederich, Sylvain, Gregory, Alan, Matako, John and Tonks, Ian (1999) Stock price patterns around the trades of corporate insiders on the London Stock Exchange. Financial Markets Group Discussion Papers (332). Financial Markets Group, The London School of Economics and Political Science, London, UK.