//-->
Canadian security market anomalies
Athanassakos, George, (2000)
The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas, (1996)
On the estimation of bid-ask spreads and their implications for stock volatility and return distributions
Choi, Jong-yeon, (1987)
The dynamics of discrete bid and ask quotes
Hasbrouck, Joel, (1999)
Security bid/ask dynamics with discreteness and clustering : simple strategies for modeling and estimation
The characteristics of takeover targets : q and other measures
Hasbrouck, Joel, (1985)