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Trader Anonymity, Price Formation and Liquidity
Theissen, Erik, (2002)
Price dividend models, expectations formation, and monetary policy
Valckx, Nico, (2003)
The Connection of Stock Markets Between Germany and the USA: New Evidence From a Co-integration Study
Eberts, Elke, (2003)
Error Rates in CRSP and Compustat Data Bases and their Implications.
Rosenberg, Barr, (1974)
The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr, (1972)
The distribution of the mid-range : a comment
Rosenberg, Barr, (1970)