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Duffie, D. (2012-01-08). Information Percolation in OTC Markets. In Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets. : Princeton University Press. Retrieved 7 Jul. 2022, from https://princeton.universitypressscholarship.com/view/10.23943/princeton/9780691138961.001.0001/upso-9780691138961-chapter-005.