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Battalio, Robert, Ellul, Andrew and Jennings, Robert (2005) Reputation effects in trading on the New York Stock Exchange. Financial Markets Group Discussion Papers (540). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Ellul, Andrew, Holden, Craig W., Jain, Pankaj and Jennings, Robert (2003) A comprehensive test of order choice theory: recent evidence from the NYSE. Financial Markets Group Discussion Papers (471). Financial Markets Group, The London School of Economics and Political Science, London, UK.