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Market microstructure empirical regularities : behavior of the bid-ask spread and closing prices
Branch, Ben Shirley, (1995)
The impact of implementing the airline deregulation act on stock returns
Edelman, Richard B., (1996)
The effect of the WPPSS crisis on the tax-exempt bond market
Peavy, John W., (1987)
Circuit breakers and program trading limits : the lessons learned
Harris, Lawrence E., (1998)
Cross-security tests of the mixture of distributions hypothesis
Harris, Lawrence E., (1986)
Transaction data tests of the mixture of distributions hypothesis
Harris, Lawrence E., (1987)