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An empirical investigation of continuous-time equity return models
Andersen, Torben, (2001)
Nobels for nonsense
Thompson, James R., (2006)
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki, (2007)
Inter- and intra-day liquidity patterns on the stock exchange of Hong Kong
Brockman, Paul, (1998)
An analysis of depth behavior in an electronic, order-driven environment
Brockman, Paul, (1999)
The holiday anomaly : an investigation of firm size versus share price effects
Brockman, Paul, (1997)