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Order characteristics and stock price evolution : an application to program trading
Hasbrouck, Joel, (1996)
Financial markets : preliminary observations on the October 1987 crash ; report to congressional requesters
(1988)
Program trading and price movements
Furbush, Dean, (1990)
Evidence on the impact of futures margin specifications on the performance of futures and cash markets
Moser, James T., (1990)
Changes in futures margin specifications and the performance of futures and cash markets
Moser, James T., (1993)
Determining margin for futures contracts : the role of private interests and the relevance of excess volatility
Moser, James T., (1992)