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The firm size effect on stock returns in a developing stock market
Wong, Kie Ann, (1989)
Business conditions and expected returns on stocks and bonds
Fama, Eugene F., (1989)
Evidence of a relation between stock price reactions around cash dividend changes and yields
Fehrs, Donald H., (1988)
An investigation of transactions data for NYSE
Wood, Robert A., (1985)
Competition, fragmentation, and market quality
McInish, Thomas H., (1996)
An analysis of intraday patterns in bid ask spreads for NYSE stocks
McInish, Thomas H., (1992)