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Hansen, Robert S. - In: Journal of financial economics 59 (2001) 3, pp. 313-346

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Hasbrouck, Joel; Seppi, Duane J. - In: Journal of financial economics 59 (2001) 3, pp. 383-411

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Tirole, Jean - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 1, pp. 1-35

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Swinkels, Jeroen M. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 1, pp. 37-68

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