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Using time series methods to assess information and inventory effects in a dealer market in illiquid stocks
Snell, Andy, (1996)
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom, (1994)
Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry, (1997)
Excessive stock price dispersion : a regression test of cross-sectional volatility
Bulkley, George, (1996)
Trading rules and excess volatility
Bulkley, George, (1992)
A cross-sectional variance bounds test
Board, John L. G., (1993)