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Imperfect market-monitoring and soes trading
Foucault, Thierry, (1999)
Market making with costly monitoring : an analysis of the SOES controversy
Foucault, Thierry, (2000)
Foucault, Thierry, (2003)
Commissions matter : the trading behavior of institutional and individual active traders
Garvey, Ryan, (2004)
A simple artificial regression based test of the goodness of fit of binary choice models
Murphy, Anthony, (2000)
Simple LM tests of mis-specification for ordered logit models
Murphy, Anthony, (1996)