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Why do value stocks earn higher returns than growth stocks, and vice versa?
Oertmann, Peter, (2000)
Market time and asset price movements : theory and estimation
Ghysels, Eric, (1995)
Modelling share price behaviour across time
Thompson, Spencer, (1999)
Market microstructure and price discovery on the Tokyo Stock Exchange
Amihud, Yakov, (1989)
How (not) to integrate the European capital markets
Amihud, Yakov, (1991)
Number of shareholders and stock prices : evidence from Japan
Amihud, Yakov, (1999)