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Adverse selection and liquidity: from theory to practice
Kyle, Albert S., (2020)
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad, (2019)
Optimal execution horizon
Easley, David, (2015)
How reliable are adverse selection models of the bid-ask spread?
Neal, Robert S., (1995)
Do measures of investor sentiment predict returns?
Neal, Robert S., (1998)
Neal, Robert S., (1996)